CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 0.7664 0.7616 -0.0048 -0.6% 0.7687
High 0.7665 0.7629 -0.0036 -0.5% 0.7737
Low 0.7611 0.7593 -0.0018 -0.2% 0.7593
Close 0.7622 0.7617 -0.0005 -0.1% 0.7617
Range 0.0054 0.0036 -0.0018 -33.3% 0.0144
ATR 0.0063 0.0062 -0.0002 -3.1% 0.0000
Volume 75,488 67,511 -7,977 -10.6% 429,974
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7721 0.7705 0.7637
R3 0.7685 0.7669 0.7627
R2 0.7649 0.7649 0.7624
R1 0.7633 0.7633 0.7620 0.7641
PP 0.7613 0.7613 0.7613 0.7617
S1 0.7597 0.7597 0.7614 0.7605
S2 0.7577 0.7577 0.7610
S3 0.7541 0.7561 0.7607
S4 0.7505 0.7525 0.7597
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8081 0.7993 0.7696
R3 0.7937 0.7849 0.7657
R2 0.7793 0.7793 0.7643
R1 0.7705 0.7705 0.7630 0.7677
PP 0.7649 0.7649 0.7649 0.7635
S1 0.7561 0.7561 0.7604 0.7533
S2 0.7505 0.7505 0.7591
S3 0.7361 0.7417 0.7577
S4 0.7217 0.7273 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7593 0.0144 1.9% 0.0052 0.7% 17% False True 85,994
10 0.7737 0.7521 0.0216 2.8% 0.0063 0.8% 44% False False 85,974
20 0.7737 0.7477 0.0260 3.4% 0.0062 0.8% 54% False False 57,312
40 0.7737 0.7477 0.0260 3.4% 0.0061 0.8% 54% False False 28,847
60 0.7737 0.7136 0.0601 7.9% 0.0063 0.8% 80% False False 19,268
80 0.7737 0.7132 0.0605 7.9% 0.0060 0.8% 80% False False 14,459
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 0.0009
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.7782
2.618 0.7723
1.618 0.7687
1.000 0.7665
0.618 0.7651
HIGH 0.7629
0.618 0.7615
0.500 0.7611
0.382 0.7607
LOW 0.7593
0.618 0.7571
1.000 0.7557
1.618 0.7535
2.618 0.7499
4.250 0.7440
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.7615 0.7635
PP 0.7613 0.7629
S1 0.7611 0.7623

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

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