CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 0.7656 0.7678 0.0022 0.3% 0.7644
High 0.7693 0.7721 0.0028 0.4% 0.7712
Low 0.7647 0.7646 -0.0001 0.0% 0.7598
Close 0.7688 0.7695 0.0007 0.1% 0.7639
Range 0.0046 0.0075 0.0029 63.0% 0.0114
ATR 0.0060 0.0061 0.0001 1.8% 0.0000
Volume 468 1,001 533 113.9% 1,884
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7912 0.7879 0.7736
R3 0.7837 0.7804 0.7716
R2 0.7762 0.7762 0.7709
R1 0.7729 0.7729 0.7702 0.7746
PP 0.7687 0.7687 0.7687 0.7696
S1 0.7654 0.7654 0.7688 0.7671
S2 0.7612 0.7612 0.7681
S3 0.7537 0.7579 0.7674
S4 0.7462 0.7504 0.7654
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7992 0.7929 0.7702
R3 0.7878 0.7815 0.7670
R2 0.7764 0.7764 0.7660
R1 0.7701 0.7701 0.7649 0.7676
PP 0.7650 0.7650 0.7650 0.7637
S1 0.7587 0.7587 0.7629 0.7561
S2 0.7536 0.7536 0.7618
S3 0.7422 0.7473 0.7608
S4 0.7308 0.7359 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7721 0.7630 0.0091 1.2% 0.0053 0.7% 71% True False 558
10 0.7721 0.7589 0.0132 1.7% 0.0059 0.8% 80% True False 453
20 0.7721 0.7489 0.0232 3.0% 0.0060 0.8% 89% True False 330
40 0.7721 0.7136 0.0585 7.6% 0.0063 0.8% 96% True False 219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7917
1.618 0.7842
1.000 0.7796
0.618 0.7767
HIGH 0.7721
0.618 0.7692
0.500 0.7684
0.382 0.7675
LOW 0.7646
0.618 0.7600
1.000 0.7571
1.618 0.7525
2.618 0.7450
4.250 0.7327
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 0.7691 0.7689
PP 0.7687 0.7682
S1 0.7684 0.7676

These figures are updated between 7pm and 10pm EST after a trading day.

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