CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 10-May-2017

Day Change Summary
	Previous	Current
	09-May-2017	10-May-2017	Change	Change %	Previous Week
Open	0.7380	0.7337	-0.0043	-0.6%	0.7475
High	0.7392	0.7389	-0.0003	0.0%	0.7550
Low	0.7323	0.7332	0.0009	0.1%	0.7362
Close	0.7331	0.7358	0.0027	0.4%	0.7408
Range	0.0069	0.0057	-0.0012	-17.4%	0.0188
ATR	0.0061	0.0060	0.0000	-0.3%	0.0000
Volume	109,397	97,091	-12,306	-11.2%	443,997

Daily Pivots for day following 10-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7501	0.7389
R3	0.7474	0.7444	0.7374
R2	0.7417	0.7417	0.7368
R1	0.7387	0.7387	0.7363	0.7402
PP	0.7360	0.7360	0.7360	0.7367
S1	0.7330	0.7330	0.7353	0.7345
S2	0.7303	0.7303	0.7348
S3	0.7246	0.7273	0.7342
S4	0.7189	0.7216	0.7327

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	0.7425	0.7323	0.0102	1.4%	0.0056	0.8%	34%	False	False	99,164
10	0.7550	0.7323	0.0227	3.1%	0.0062	0.8%	15%	False	False	88,590
20	0.7602	0.7323	0.0279	3.8%	0.0060	0.8%	13%	False	False	85,131
40	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	8%	False	False	84,389
60	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	8%	False	False	63,173
80	0.7737	0.7323	0.0414	5.6%	0.0059	0.8%	8%	False	False	47,425
100	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	37%	False	False	37,958

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7631
2.618	0.7538
1.618	0.7481
1.000	0.7446
0.618	0.7424
HIGH	0.7389
0.618	0.7367
0.500	0.7361
0.382	0.7354
LOW	0.7332
0.618	0.7297
1.000	0.7275
1.618	0.7240
2.618	0.7183
4.250	0.7090

Fisher Pivots for day following 10-May-2017
Pivot	1 day	3 day
R1	0.7361	0.7371
PP	0.7360	0.7367
S1	0.7359	0.7362

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