CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 09-May-2017

Day Change Summary
	Previous	Current
	08-May-2017	09-May-2017	Change	Change %	Previous Week
Open	0.7407	0.7380	-0.0027	-0.4%	0.7475
High	0.7419	0.7392	-0.0027	-0.4%	0.7550
Low	0.7371	0.7323	-0.0048	-0.7%	0.7362
Close	0.7382	0.7331	-0.0051	-0.7%	0.7408
Range	0.0048	0.0069	0.0021	43.7%	0.0188
ATR	0.0060	0.0061	0.0001	1.1%	0.0000
Volume	75,030	109,397	34,367	45.8%	443,997

Daily Pivots for day following 09-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7512	0.7369
R3	0.7487	0.7443	0.7350
R2	0.7418	0.7418	0.7344
R1	0.7374	0.7374	0.7337	0.7362
PP	0.7349	0.7349	0.7349	0.7342
S1	0.7305	0.7305	0.7325	0.7292
S2	0.7280	0.7280	0.7318
S3	0.7211	0.7236	0.7312
S4	0.7142	0.7167	0.7293

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	0.7539	0.7323	0.0216	2.9%	0.0070	1.0%	4%	False	True	101,191
10	0.7559	0.7323	0.0236	3.2%	0.0067	0.9%	3%	False	True	91,486
20	0.7602	0.7323	0.0279	3.8%	0.0060	0.8%	3%	False	True	84,913
40	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	2%	False	True	83,483
60	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	2%	False	True	61,558
80	0.7737	0.7323	0.0414	5.6%	0.0059	0.8%	2%	False	True	46,212
100	0.7737	0.7132	0.0605	8.3%	0.0061	0.8%	33%	False	False	36,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7573
1.618	0.7504
1.000	0.7461
0.618	0.7435
HIGH	0.7392
0.618	0.7366
0.500	0.7358
0.382	0.7349
LOW	0.7323
0.618	0.7280
1.000	0.7254
1.618	0.7211
2.618	0.7142
4.250	0.7030

Fisher Pivots for day following 09-May-2017
Pivot	1 day	3 day
R1	0.7358	0.7372
PP	0.7349	0.7358
S1	0.7340	0.7345

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