CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 0.7452 0.7439 -0.0013 -0.2% 0.7445
High 0.7458 0.7467 0.0009 0.1% 0.7514
Low 0.7419 0.7414 -0.0005 -0.1% 0.7419
Close 0.7441 0.7463 0.0022 0.3% 0.7441
Range 0.0039 0.0053 0.0014 35.9% 0.0095
ATR 0.0057 0.0057 0.0000 -0.5% 0.0000
Volume 77,642 92,207 14,565 18.8% 381,557
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 0.7607 0.7588 0.7492
R3 0.7554 0.7535 0.7478
R2 0.7501 0.7501 0.7473
R1 0.7482 0.7482 0.7468 0.7491
PP 0.7448 0.7448 0.7448 0.7453
S1 0.7429 0.7429 0.7458 0.7439
S2 0.7395 0.7395 0.7453
S3 0.7342 0.7376 0.7448
S4 0.7289 0.7323 0.7434
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7743 0.7687 0.7493
R3 0.7648 0.7592 0.7467
R2 0.7553 0.7553 0.7458
R1 0.7497 0.7497 0.7450 0.7478
PP 0.7458 0.7458 0.7458 0.7448
S1 0.7402 0.7402 0.7432 0.7383
S2 0.7363 0.7363 0.7424
S3 0.7268 0.7307 0.7415
S4 0.7173 0.7212 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7514 0.7414 0.0100 1.3% 0.0055 0.7% 49% False True 81,053
10 0.7514 0.7384 0.0130 1.7% 0.0055 0.7% 61% False False 86,745
20 0.7550 0.7323 0.0227 3.0% 0.0058 0.8% 62% False False 91,258
40 0.7630 0.7323 0.0307 4.1% 0.0056 0.7% 46% False False 85,607
60 0.7737 0.7323 0.0414 5.5% 0.0056 0.8% 34% False False 81,806
80 0.7737 0.7323 0.0414 5.5% 0.0057 0.8% 34% False False 61,796
100 0.7737 0.7247 0.0490 6.6% 0.0060 0.8% 44% False False 49,463
120 0.7737 0.7132 0.0605 8.1% 0.0059 0.8% 55% False False 41,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7606
1.618 0.7553
1.000 0.7520
0.618 0.7500
HIGH 0.7467
0.618 0.7447
0.500 0.7441
0.382 0.7434
LOW 0.7414
0.618 0.7381
1.000 0.7361
1.618 0.7328
2.618 0.7275
4.250 0.7189
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 0.7456 0.7464
PP 0.7448 0.7463
S1 0.7441 0.7463

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

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