CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 24-May-2017

Day Change Summary
	Previous	Current
	23-May-2017	24-May-2017	Change	Change %	Previous Week
Open	0.7470	0.7473	0.0003	0.0%	0.7387
High	0.7514	0.7504	-0.0010	-0.1%	0.7465
Low	0.7463	0.7439	-0.0024	-0.3%	0.7380
Close	0.7480	0.7481	0.0001	0.0%	0.7453
Range	0.0051	0.0065	0.0014	27.4%	0.0085
ATR	0.0057	0.0058	0.0001	1.0%	0.0000
Volume	78,844	81,061	2,217	2.8%	474,881

Daily Pivots for day following 24-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7670	0.7640	0.7517
R3	0.7605	0.7575	0.7499
R2	0.7540	0.7540	0.7493
R1	0.7510	0.7510	0.7487	0.7525
PP	0.7475	0.7475	0.7475	0.7482
S1	0.7445	0.7445	0.7475	0.7460
S2	0.7410	0.7410	0.7469
S3	0.7345	0.7380	0.7463
S4	0.7280	0.7315	0.7445

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	0.7514	0.7403	0.0111	1.5%	0.0058	0.8%	70%	False	False	87,835
10	0.7514	0.7333	0.0181	2.4%	0.0055	0.7%	82%	False	False	90,617
20	0.7550	0.7323	0.0227	3.0%	0.0058	0.8%	70%	False	False	89,603
40	0.7669	0.7323	0.0346	4.6%	0.0055	0.7%	46%	False	False	84,609
60	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	38%	False	False	78,138
80	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	38%	False	False	58,737
100	0.7737	0.7165	0.0572	7.6%	0.0060	0.8%	55%	False	False	47,010
120	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	58%	False	False	39,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7780
2.618	0.7674
1.618	0.7609
1.000	0.7569
0.618	0.7544
HIGH	0.7504
0.618	0.7479
0.500	0.7472
0.382	0.7464
LOW	0.7439
0.618	0.7399
1.000	0.7374
1.618	0.7334
2.618	0.7269
4.250	0.7163

Fisher Pivots for day following 24-May-2017
Pivot	1 day	3 day
R1	0.7478	0.7478
PP	0.7475	0.7475
S1	0.7472	0.7473

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