CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.7697 0.7656 -0.0041 -0.5% 0.7651
High 0.7700 0.7688 -0.0012 -0.2% 0.7721
Low 0.7646 0.7642 -0.0004 -0.1% 0.7630
Close 0.7654 0.7662 0.0008 0.1% 0.7654
Range 0.0054 0.0046 -0.0008 -14.8% 0.0091
ATR 0.0061 0.0060 -0.0001 -1.7% 0.0000
Volume 1,097 1,054 -43 -3.9% 3,349
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7802 0.7778 0.7687
R3 0.7756 0.7732 0.7675
R2 0.7710 0.7710 0.7670
R1 0.7686 0.7686 0.7666 0.7698
PP 0.7664 0.7664 0.7664 0.7670
S1 0.7640 0.7640 0.7658 0.7652
S2 0.7618 0.7618 0.7654
S3 0.7572 0.7594 0.7649
S4 0.7526 0.7548 0.7637
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% 0.0052 0.7% 35% False False 880
10 0.7721 0.7598 0.0123 1.6% 0.0057 0.7% 52% False False 628
20 0.7721 0.7506 0.0215 2.8% 0.0059 0.8% 73% False False 429
40 0.7721 0.7151 0.0570 7.4% 0.0063 0.8% 90% False False 271
60 0.7721 0.7132 0.0589 7.7% 0.0059 0.8% 90% False False 193
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7808
1.618 0.7762
1.000 0.7734
0.618 0.7716
HIGH 0.7688
0.618 0.7670
0.500 0.7665
0.382 0.7660
LOW 0.7642
0.618 0.7614
1.000 0.7596
1.618 0.7568
2.618 0.7522
4.250 0.7447
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.7665 0.7682
PP 0.7664 0.7675
S1 0.7663 0.7669

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

View Archives - Comment on this page... - Back to Index of Symbols