CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 08-May-2017

Day Change Summary
	Previous	Current
	05-May-2017	08-May-2017	Change	Change %	Previous Week
Open	0.7406	0.7407	0.0001	0.0%	0.7475
High	0.7421	0.7419	-0.0002	0.0%	0.7550
Low	0.7362	0.7371	0.0009	0.1%	0.7362
Close	0.7408	0.7382	-0.0026	-0.4%	0.7408
Range	0.0059	0.0048	-0.0011	-18.6%	0.0188
ATR	0.0061	0.0060	-0.0001	-1.5%	0.0000
Volume	101,316	75,030	-26,286	-25.9%	443,997

Daily Pivots for day following 08-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7506	0.7408
R3	0.7487	0.7458	0.7395
R2	0.7439	0.7439	0.7391
R1	0.7410	0.7410	0.7386	0.7401
PP	0.7391	0.7391	0.7391	0.7386
S1	0.7362	0.7362	0.7378	0.7353
S2	0.7343	0.7343	0.7373
S3	0.7295	0.7314	0.7369
S4	0.7247	0.7266	0.7356

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7894	0.7511
R3	0.7816	0.7706	0.7460
R2	0.7628	0.7628	0.7442
R1	0.7518	0.7518	0.7425	0.7479
PP	0.7440	0.7440	0.7440	0.7421
S1	0.7330	0.7330	0.7391	0.7291
S2	0.7252	0.7252	0.7374
S3	0.7064	0.7142	0.7356
S4	0.6876	0.6954	0.7305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7550	0.7362	0.0188	2.5%	0.0065	0.9%	11%	False	False	93,428
10	0.7564	0.7362	0.0202	2.7%	0.0065	0.9%	10%	False	False	87,871
20	0.7602	0.7362	0.0240	3.3%	0.0058	0.8%	8%	False	False	82,537
40	0.7737	0.7362	0.0375	5.1%	0.0057	0.8%	5%	False	False	82,309
60	0.7737	0.7362	0.0375	5.1%	0.0058	0.8%	5%	False	False	59,739
80	0.7737	0.7362	0.0375	5.1%	0.0060	0.8%	5%	False	False	44,846
100	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	41%	False	False	35,893

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7545
1.618	0.7497
1.000	0.7467
0.618	0.7449
HIGH	0.7419
0.618	0.7401
0.500	0.7395
0.382	0.7389
LOW	0.7371
0.618	0.7341
1.000	0.7323
1.618	0.7293
2.618	0.7245
4.250	0.7167

Fisher Pivots for day following 08-May-2017
Pivot	1 day	3 day
R1	0.7395	0.7394
PP	0.7391	0.7390
S1	0.7386	0.7386

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