CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 0.7657 0.7630 -0.0027 -0.4% 0.7651
High 0.7676 0.7683 0.0007 0.1% 0.7721
Low 0.7628 0.7620 -0.0008 -0.1% 0.7630
Close 0.7650 0.7658 0.0008 0.1% 0.7654
Range 0.0048 0.0063 0.0015 31.3% 0.0091
ATR 0.0059 0.0059 0.0000 0.5% 0.0000
Volume 2,195 2,856 661 30.1% 3,349
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7843 0.7813 0.7693
R3 0.7780 0.7750 0.7675
R2 0.7717 0.7717 0.7670
R1 0.7687 0.7687 0.7664 0.7702
PP 0.7654 0.7654 0.7654 0.7661
S1 0.7624 0.7624 0.7652 0.7639
S2 0.7591 0.7591 0.7646
S3 0.7528 0.7561 0.7641
S4 0.7465 0.7498 0.7623
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 0.7620 0.0101 1.3% 0.0057 0.7% 38% False True 1,640
10 0.7721 0.7617 0.0104 1.4% 0.0055 0.7% 39% False False 1,081
20 0.7721 0.7529 0.0192 2.5% 0.0060 0.8% 67% False False 676
40 0.7721 0.7165 0.0556 7.3% 0.0064 0.8% 89% False False 389
60 0.7721 0.7132 0.0589 7.7% 0.0061 0.8% 89% False False 277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7951
2.618 0.7848
1.618 0.7785
1.000 0.7746
0.618 0.7722
HIGH 0.7683
0.618 0.7659
0.500 0.7652
0.382 0.7644
LOW 0.7620
0.618 0.7581
1.000 0.7557
1.618 0.7518
2.618 0.7455
4.250 0.7352
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 0.7656 0.7657
PP 0.7654 0.7655
S1 0.7652 0.7654

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

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