CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.7536 0.7533 -0.0003 0.0% 0.7431
High 0.7544 0.7546 0.0002 0.0% 0.7565
Low 0.7519 0.7521 0.0002 0.0% 0.7420
Close 0.7528 0.7539 0.0011 0.1% 0.7528
Range 0.0025 0.0025 0.0000 0.0% 0.0145
ATR 0.0057 0.0055 -0.0002 -4.0% 0.0000
Volume 63,285 59,242 -4,043 -6.4% 453,027
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7610 0.7600 0.7553
R3 0.7585 0.7575 0.7546
R2 0.7560 0.7560 0.7544
R1 0.7550 0.7550 0.7541 0.7555
PP 0.7535 0.7535 0.7535 0.7538
S1 0.7525 0.7525 0.7537 0.7530
S2 0.7510 0.7510 0.7534
S3 0.7485 0.7500 0.7532
S4 0.7460 0.7475 0.7525
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7939 0.7879 0.7608
R3 0.7794 0.7734 0.7568
R2 0.7649 0.7649 0.7555
R1 0.7589 0.7589 0.7541 0.7619
PP 0.7504 0.7504 0.7504 0.7520
S1 0.7444 0.7444 0.7515 0.7474
S2 0.7359 0.7359 0.7501
S3 0.7214 0.7299 0.7488
S4 0.7069 0.7154 0.7448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7565 0.7455 0.0110 1.5% 0.0042 0.6% 76% False False 86,331
10 0.7565 0.7370 0.0195 2.6% 0.0055 0.7% 87% False False 91,164
20 0.7565 0.7370 0.0195 2.6% 0.0055 0.7% 87% False False 88,403
40 0.7602 0.7323 0.0279 3.7% 0.0057 0.8% 77% False False 86,853
60 0.7737 0.7323 0.0414 5.5% 0.0055 0.7% 52% False False 85,297
80 0.7737 0.7323 0.0414 5.5% 0.0057 0.7% 52% False False 72,002
100 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 52% False False 57,645
120 0.7737 0.7132 0.0605 8.0% 0.0059 0.8% 67% False False 48,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7611
1.618 0.7586
1.000 0.7571
0.618 0.7561
HIGH 0.7546
0.618 0.7536
0.500 0.7534
0.382 0.7531
LOW 0.7521
0.618 0.7506
1.000 0.7496
1.618 0.7481
2.618 0.7456
4.250 0.7415
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.7537 0.7538
PP 0.7535 0.7537
S1 0.7534 0.7536

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

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