CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 0.7675 0.7664 -0.0011 -0.1% 0.7533
High 0.7677 0.7665 -0.0012 -0.2% 0.7706
Low 0.7626 0.7611 -0.0015 -0.2% 0.7521
Close 0.7665 0.7622 -0.0043 -0.6% 0.7695
Range 0.0051 0.0054 0.0003 5.9% 0.0185
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 100,776 75,488 -25,288 -25.1% 429,768
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7795 0.7762 0.7652
R3 0.7741 0.7708 0.7637
R2 0.7687 0.7687 0.7632
R1 0.7654 0.7654 0.7627 0.7644
PP 0.7633 0.7633 0.7633 0.7627
S1 0.7600 0.7600 0.7617 0.7590
S2 0.7579 0.7579 0.7612
S3 0.7525 0.7546 0.7607
S4 0.7471 0.7492 0.7592
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8196 0.8130 0.7797
R3 0.8011 0.7945 0.7746
R2 0.7826 0.7826 0.7729
R1 0.7760 0.7760 0.7712 0.7793
PP 0.7641 0.7641 0.7641 0.7657
S1 0.7575 0.7575 0.7678 0.7608
S2 0.7456 0.7456 0.7661
S3 0.7271 0.7390 0.7644
S4 0.7086 0.7205 0.7593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7611 0.0126 1.7% 0.0055 0.7% 9% False True 88,046
10 0.7737 0.7485 0.0252 3.3% 0.0065 0.9% 54% False False 88,820
20 0.7737 0.7477 0.0260 3.4% 0.0063 0.8% 56% False False 53,991
40 0.7737 0.7477 0.0260 3.4% 0.0062 0.8% 56% False False 27,160
60 0.7737 0.7136 0.0601 7.9% 0.0063 0.8% 81% False False 18,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7895
2.618 0.7806
1.618 0.7752
1.000 0.7719
0.618 0.7698
HIGH 0.7665
0.618 0.7644
0.500 0.7638
0.382 0.7632
LOW 0.7611
0.618 0.7578
1.000 0.7557
1.618 0.7524
2.618 0.7470
4.250 0.7381
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 0.7638 0.7674
PP 0.7633 0.7657
S1 0.7627 0.7639

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

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