CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 06-Jun-2017
Day Change Summary
Previous Current
05-Jun-2017 06-Jun-2017 Change Change % Previous Week
Open 0.7431 0.7483 0.0052 0.7% 0.7439
High 0.7498 0.7521 0.0023 0.3% 0.7473
Low 0.7420 0.7455 0.0035 0.5% 0.7370
Close 0.7487 0.7507 0.0020 0.3% 0.7434
Range 0.0078 0.0066 -0.0012 -15.4% 0.0103
ATR 0.0061 0.0061 0.0000 0.6% 0.0000
Volume 80,614 111,726 31,112 38.6% 399,371
Daily Pivots for day following 06-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7692 0.7666 0.7543
R3 0.7626 0.7600 0.7525
R2 0.7560 0.7560 0.7519
R1 0.7534 0.7534 0.7513 0.7547
PP 0.7494 0.7494 0.7494 0.7501
S1 0.7468 0.7468 0.7501 0.7481
S2 0.7428 0.7428 0.7495
S3 0.7362 0.7402 0.7489
S4 0.7296 0.7336 0.7471
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7735 0.7687 0.7491
R3 0.7632 0.7584 0.7462
R2 0.7529 0.7529 0.7453
R1 0.7481 0.7481 0.7443 0.7454
PP 0.7426 0.7426 0.7426 0.7412
S1 0.7378 0.7378 0.7425 0.7351
S2 0.7323 0.7323 0.7415
S3 0.7220 0.7275 0.7406
S4 0.7117 0.7172 0.7377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7521 0.7370 0.0151 2.0% 0.0070 0.9% 91% True False 99,900
10 0.7521 0.7370 0.0151 2.0% 0.0063 0.8% 91% True False 90,477
20 0.7521 0.7323 0.0198 2.6% 0.0059 0.8% 93% True False 92,876
40 0.7602 0.7323 0.0279 3.7% 0.0058 0.8% 66% False False 87,706
60 0.7737 0.7323 0.0414 5.5% 0.0057 0.8% 44% False False 85,831
80 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 44% False False 68,023
100 0.7737 0.7323 0.0414 5.5% 0.0060 0.8% 44% False False 54,452
120 0.7737 0.7132 0.0605 8.1% 0.0060 0.8% 62% False False 45,390
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7694
1.618 0.7628
1.000 0.7587
0.618 0.7562
HIGH 0.7521
0.618 0.7496
0.500 0.7488
0.382 0.7480
LOW 0.7455
0.618 0.7414
1.000 0.7389
1.618 0.7348
2.618 0.7282
4.250 0.7175
Fisher Pivots for day following 06-Jun-2017
Pivot 1 day 3 day
R1 0.7501 0.7487
PP 0.7494 0.7467
S1 0.7488 0.7447

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

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