CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 0.7556 0.7571 0.0015 0.2% 0.7656
High 0.7585 0.7594 0.0009 0.1% 0.7688
Low 0.7529 0.7555 0.0026 0.3% 0.7529
Close 0.7570 0.7569 -0.0001 0.0% 0.7570
Range 0.0056 0.0039 -0.0017 -30.4% 0.0159
ATR 0.0063 0.0061 -0.0002 -2.7% 0.0000
Volume 12,567 12,194 -373 -3.0% 28,516
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7690 0.7668 0.7590
R3 0.7651 0.7629 0.7580
R2 0.7612 0.7612 0.7576
R1 0.7590 0.7590 0.7573 0.7582
PP 0.7573 0.7573 0.7573 0.7568
S1 0.7551 0.7551 0.7565 0.7543
S2 0.7534 0.7534 0.7562
S3 0.7495 0.7512 0.7558
S4 0.7456 0.7473 0.7548
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8073 0.7980 0.7657
R3 0.7914 0.7821 0.7614
R2 0.7755 0.7755 0.7599
R1 0.7662 0.7662 0.7585 0.7629
PP 0.7596 0.7596 0.7596 0.7579
S1 0.7503 0.7503 0.7555 0.7470
S2 0.7437 0.7437 0.7541
S3 0.7278 0.7344 0.7526
S4 0.7119 0.7185 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7529 0.0154 2.0% 0.0066 0.9% 26% False False 7,931
10 0.7721 0.7529 0.0192 2.5% 0.0059 0.8% 21% False False 4,405
20 0.7721 0.7529 0.0192 2.5% 0.0059 0.8% 21% False False 2,361
40 0.7721 0.7263 0.0458 6.1% 0.0064 0.9% 67% False False 1,251
60 0.7721 0.7132 0.0589 7.8% 0.0062 0.8% 74% False False 854
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7760
2.618 0.7696
1.618 0.7657
1.000 0.7633
0.618 0.7618
HIGH 0.7594
0.618 0.7579
0.500 0.7575
0.382 0.7570
LOW 0.7555
0.618 0.7531
1.000 0.7516
1.618 0.7492
2.618 0.7453
4.250 0.7389
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 0.7575 0.7597
PP 0.7573 0.7588
S1 0.7571 0.7578

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

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