CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.7678 0.7697 0.0019 0.2% 0.7651
High 0.7721 0.7700 -0.0021 -0.3% 0.7721
Low 0.7646 0.7646 0.0000 0.0% 0.7630
Close 0.7695 0.7654 -0.0041 -0.5% 0.7654
Range 0.0075 0.0054 -0.0021 -28.0% 0.0091
ATR 0.0061 0.0061 -0.0001 -0.8% 0.0000
Volume 1,001 1,097 96 9.6% 3,349
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7829 0.7795 0.7684
R3 0.7775 0.7741 0.7669
R2 0.7721 0.7721 0.7664
R1 0.7687 0.7687 0.7659 0.7677
PP 0.7667 0.7667 0.7667 0.7662
S1 0.7633 0.7633 0.7649 0.7623
S2 0.7613 0.7613 0.7644
S3 0.7559 0.7579 0.7639
S4 0.7505 0.7525 0.7624
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7941 0.7889 0.7704
R3 0.7850 0.7798 0.7679
R2 0.7759 0.7759 0.7671
R1 0.7707 0.7707 0.7662 0.7733
PP 0.7668 0.7668 0.7668 0.7682
S1 0.7616 0.7616 0.7646 0.7642
S2 0.7577 0.7577 0.7637
S3 0.7486 0.7525 0.7629
S4 0.7395 0.7434 0.7604
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% 0.0054 0.7% 26% False False 718
10 0.7721 0.7597 0.0124 1.6% 0.0059 0.8% 46% False False 549
20 0.7721 0.7489 0.0232 3.0% 0.0060 0.8% 71% False False 383
40 0.7721 0.7136 0.0585 7.6% 0.0063 0.8% 89% False False 246
60 0.7721 0.7132 0.0589 7.7% 0.0059 0.8% 89% False False 175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7841
1.618 0.7787
1.000 0.7754
0.618 0.7733
HIGH 0.7700
0.618 0.7679
0.500 0.7673
0.382 0.7667
LOW 0.7646
0.618 0.7613
1.000 0.7592
1.618 0.7559
2.618 0.7505
4.250 0.7417
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 0.7673 0.7684
PP 0.7667 0.7674
S1 0.7660 0.7664

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

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