CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 0.7439 0.7458 0.0019 0.3% 0.7445
High 0.7467 0.7473 0.0006 0.1% 0.7514
Low 0.7414 0.7422 0.0008 0.1% 0.7419
Close 0.7463 0.7432 -0.0031 -0.4% 0.7441
Range 0.0053 0.0051 -0.0002 -3.8% 0.0095
ATR 0.0057 0.0056 0.0000 -0.7% 0.0000
Volume 92,207 88,155 -4,052 -4.4% 381,557
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 0.7595 0.7565 0.7460
R3 0.7544 0.7514 0.7446
R2 0.7493 0.7493 0.7441
R1 0.7463 0.7463 0.7437 0.7453
PP 0.7442 0.7442 0.7442 0.7437
S1 0.7412 0.7412 0.7427 0.7402
S2 0.7391 0.7391 0.7423
S3 0.7340 0.7361 0.7418
S4 0.7289 0.7310 0.7404
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 0.7513 0.7414 0.0099 1.3% 0.0055 0.7% 18% False False 82,915
10 0.7514 0.7384 0.0130 1.7% 0.0055 0.7% 37% False False 87,718
20 0.7539 0.7323 0.0216 2.9% 0.0058 0.8% 50% False False 92,136
40 0.7604 0.7323 0.0281 3.8% 0.0056 0.8% 39% False False 85,960
60 0.7737 0.7323 0.0414 5.6% 0.0056 0.8% 26% False False 83,072
80 0.7737 0.7323 0.0414 5.6% 0.0057 0.8% 26% False False 62,894
100 0.7737 0.7263 0.0474 6.4% 0.0060 0.8% 36% False False 50,344
120 0.7737 0.7132 0.0605 8.1% 0.0059 0.8% 50% False False 41,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7690
2.618 0.7607
1.618 0.7556
1.000 0.7524
0.618 0.7505
HIGH 0.7473
0.618 0.7454
0.500 0.7448
0.382 0.7441
LOW 0.7422
0.618 0.7390
1.000 0.7371
1.618 0.7339
2.618 0.7288
4.250 0.7205
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 0.7448 0.7444
PP 0.7442 0.7440
S1 0.7437 0.7436

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

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