CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 0.7432 0.7415 -0.0017 -0.2% 0.7387
High 0.7463 0.7465 0.0002 0.0% 0.7465
Low 0.7404 0.7403 -0.0001 0.0% 0.7380
Close 0.7411 0.7453 0.0042 0.6% 0.7453
Range 0.0059 0.0062 0.0003 5.1% 0.0085
ATR 0.0058 0.0058 0.0000 0.5% 0.0000
Volume 133,857 76,919 -56,938 -42.5% 474,881
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7626 0.7602 0.7487
R3 0.7564 0.7540 0.7470
R2 0.7502 0.7502 0.7464
R1 0.7478 0.7478 0.7459 0.7490
PP 0.7440 0.7440 0.7440 0.7447
S1 0.7416 0.7416 0.7447 0.7428
S2 0.7378 0.7378 0.7442
S3 0.7316 0.7354 0.7436
S4 0.7254 0.7292 0.7419
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7688 0.7655 0.7500
R3 0.7603 0.7570 0.7476
R2 0.7518 0.7518 0.7469
R1 0.7485 0.7485 0.7461 0.7502
PP 0.7433 0.7433 0.7433 0.7441
S1 0.7400 0.7400 0.7445 0.7417
S2 0.7348 0.7348 0.7437
S3 0.7263 0.7315 0.7430
S4 0.7178 0.7230 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7380 0.0085 1.1% 0.0056 0.8% 86% True False 94,976
10 0.7465 0.7323 0.0142 1.9% 0.0055 0.7% 92% True False 95,929
20 0.7578 0.7323 0.0255 3.4% 0.0060 0.8% 51% False False 91,517
40 0.7669 0.7323 0.0346 4.6% 0.0054 0.7% 38% False False 84,610
60 0.7737 0.7323 0.0414 5.6% 0.0057 0.8% 31% False False 74,403
80 0.7737 0.7323 0.0414 5.6% 0.0058 0.8% 31% False False 55,885
100 0.7737 0.7136 0.0601 8.1% 0.0059 0.8% 53% False False 44,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7627
1.618 0.7565
1.000 0.7527
0.618 0.7503
HIGH 0.7465
0.618 0.7441
0.500 0.7434
0.382 0.7427
LOW 0.7403
0.618 0.7365
1.000 0.7341
1.618 0.7303
2.618 0.7241
4.250 0.7140
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 0.7447 0.7444
PP 0.7440 0.7434
S1 0.7434 0.7425

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

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