CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 0.7337 0.7353 0.0016 0.2% 0.7475
High 0.7389 0.7378 -0.0011 -0.1% 0.7550
Low 0.7332 0.7333 0.0001 0.0% 0.7362
Close 0.7358 0.7367 0.0009 0.1% 0.7408
Range 0.0057 0.0045 -0.0012 -21.1% 0.0188
ATR 0.0060 0.0059 -0.0001 -1.8% 0.0000
Volume 97,091 104,045 6,954 7.2% 443,997
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 0.7494 0.7476 0.7392
R3 0.7449 0.7431 0.7379
R2 0.7404 0.7404 0.7375
R1 0.7386 0.7386 0.7371 0.7395
PP 0.7359 0.7359 0.7359 0.7364
S1 0.7341 0.7341 0.7363 0.7350
S2 0.7314 0.7314 0.7359
S3 0.7269 0.7296 0.7355
S4 0.7224 0.7251 0.7342
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 0.7421 0.7323 0.0098 1.3% 0.0056 0.8% 45% False False 97,375
10 0.7550 0.7323 0.0227 3.1% 0.0061 0.8% 19% False False 90,837
20 0.7602 0.7323 0.0279 3.8% 0.0060 0.8% 16% False False 85,660
40 0.7737 0.7323 0.0414 5.6% 0.0054 0.7% 11% False False 83,938
60 0.7737 0.7323 0.0414 5.6% 0.0057 0.8% 11% False False 64,901
80 0.7737 0.7323 0.0414 5.6% 0.0059 0.8% 11% False False 48,722
100 0.7737 0.7132 0.0605 8.2% 0.0060 0.8% 39% False False 38,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7496
1.618 0.7451
1.000 0.7423
0.618 0.7406
HIGH 0.7378
0.618 0.7361
0.500 0.7356
0.382 0.7350
LOW 0.7333
0.618 0.7305
1.000 0.7288
1.618 0.7260
2.618 0.7215
4.250 0.7142
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 0.7363 0.7364
PP 0.7359 0.7361
S1 0.7356 0.7358

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

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