CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 0.7475 0.7518 0.0043 0.6% 0.7562
High 0.7534 0.7550 0.0016 0.2% 0.7578
Low 0.7467 0.7504 0.0037 0.5% 0.7433
Close 0.7528 0.7525 -0.0003 0.0% 0.7476
Range 0.0067 0.0046 -0.0021 -31.3% 0.0145
ATR 0.0058 0.0057 -0.0001 -1.5% 0.0000
Volume 51,884 70,585 18,701 36.0% 427,066
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 0.7664 0.7641 0.7550
R3 0.7618 0.7595 0.7538
R2 0.7572 0.7572 0.7533
R1 0.7549 0.7549 0.7529 0.7561
PP 0.7526 0.7526 0.7526 0.7532
S1 0.7503 0.7503 0.7521 0.7515
S2 0.7480 0.7480 0.7517
S3 0.7434 0.7457 0.7512
S4 0.7388 0.7411 0.7500
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 0.7559 0.7433 0.0126 1.7% 0.0064 0.9% 73% False False 81,782
10 0.7578 0.7433 0.0145 1.9% 0.0058 0.8% 63% False False 77,705
20 0.7604 0.7433 0.0171 2.3% 0.0054 0.7% 54% False False 79,783
40 0.7737 0.7433 0.0304 4.0% 0.0056 0.7% 30% False False 78,540
60 0.7737 0.7433 0.0304 4.0% 0.0057 0.8% 30% False False 53,147
80 0.7737 0.7263 0.0474 6.3% 0.0060 0.8% 55% False False 39,895
100 0.7737 0.7132 0.0605 8.0% 0.0059 0.8% 65% False False 31,928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7670
1.618 0.7624
1.000 0.7596
0.618 0.7578
HIGH 0.7550
0.618 0.7532
0.500 0.7527
0.382 0.7522
LOW 0.7504
0.618 0.7476
1.000 0.7458
1.618 0.7430
2.618 0.7384
4.250 0.7309
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 0.7527 0.7515
PP 0.7526 0.7505
S1 0.7526 0.7496

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

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