CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 28-Apr-2017

Day Change Summary
	Previous	Current
	27-Apr-2017	28-Apr-2017	Change	Change %	Previous Week
Open	0.7468	0.7464	-0.0004	-0.1%	0.7562
High	0.7486	0.7484	-0.0002	0.0%	0.7578
Low	0.7433	0.7441	0.0008	0.1%	0.7433
Close	0.7464	0.7476	0.0012	0.2%	0.7476
Range	0.0053	0.0043	-0.0010	-18.9%	0.0145
ATR	0.0058	0.0057	-0.0001	-1.9%	0.0000
Volume	81,571	78,817	-2,754	-3.4%	427,066

Daily Pivots for day following 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7596	0.7579	0.7500
R3	0.7553	0.7536	0.7488
R2	0.7510	0.7510	0.7484
R1	0.7493	0.7493	0.7480	0.7502
PP	0.7467	0.7467	0.7467	0.7471
S1	0.7450	0.7450	0.7472	0.7459
S2	0.7424	0.7424	0.7468
S3	0.7381	0.7407	0.7464
S4	0.7338	0.7364	0.7452

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7848	0.7556
R3	0.7786	0.7703	0.7516
R2	0.7641	0.7641	0.7503
R1	0.7558	0.7558	0.7489	0.7527
PP	0.7496	0.7496	0.7496	0.7480
S1	0.7413	0.7413	0.7463	0.7382
S2	0.7351	0.7351	0.7449
S3	0.7206	0.7268	0.7436
S4	0.7061	0.7123	0.7396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7578	0.7433	0.0145	1.9%	0.0061	0.8%	30%	False	False	85,413
10	0.7602	0.7433	0.0169	2.3%	0.0056	0.8%	25%	False	False	77,765
20	0.7652	0.7433	0.0219	2.9%	0.0052	0.7%	20%	False	False	81,046
40	0.7737	0.7433	0.0304	4.1%	0.0055	0.7%	14%	False	False	76,097
60	0.7737	0.7433	0.0304	4.1%	0.0058	0.8%	14%	False	False	51,116
80	0.7737	0.7190	0.0547	7.3%	0.0060	0.8%	52%	False	False	38,366
100	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	57%	False	False	30,703

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7667
2.618	0.7597
1.618	0.7554
1.000	0.7527
0.618	0.7511
HIGH	0.7484
0.618	0.7468
0.500	0.7463
0.382	0.7457
LOW	0.7441
0.618	0.7414
1.000	0.7398
1.618	0.7371
2.618	0.7328
4.250	0.7258

Fisher Pivots for day following 28-Apr-2017
Pivot	1 day	3 day
R1	0.7472	0.7496
PP	0.7467	0.7489
S1	0.7463	0.7483

Download as Excel Spreadsheet

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

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