CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 0.7581 0.7620 0.0039 0.5% 0.7533
High 0.7630 0.7629 -0.0001 0.0% 0.7636
Low 0.7576 0.7586 0.0010 0.1% 0.7521
Close 0.7626 0.7601 -0.0025 -0.3% 0.7626
Range 0.0054 0.0043 -0.0011 -20.4% 0.0115
ATR 0.0057 0.0056 -0.0001 -1.8% 0.0000
Volume 22,009 2,017 -19,992 -90.8% 429,108
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7734 0.7711 0.7625
R3 0.7691 0.7668 0.7613
R2 0.7648 0.7648 0.7609
R1 0.7625 0.7625 0.7605 0.7615
PP 0.7605 0.7605 0.7605 0.7601
S1 0.7582 0.7582 0.7597 0.7572
S2 0.7562 0.7562 0.7593
S3 0.7519 0.7539 0.7589
S4 0.7476 0.7496 0.7577
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7939 0.7898 0.7689
R3 0.7824 0.7783 0.7658
R2 0.7709 0.7709 0.7647
R1 0.7668 0.7668 0.7637 0.7689
PP 0.7594 0.7594 0.7594 0.7605
S1 0.7553 0.7553 0.7615 0.7574
S2 0.7479 0.7479 0.7605
S3 0.7364 0.7438 0.7594
S4 0.7249 0.7323 0.7563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7524 0.0112 1.5% 0.0061 0.8% 69% False False 74,376
10 0.7636 0.7455 0.0181 2.4% 0.0052 0.7% 81% False False 80,353
20 0.7636 0.7370 0.0266 3.5% 0.0057 0.7% 87% False False 83,254
40 0.7636 0.7323 0.0313 4.1% 0.0058 0.8% 89% False False 87,385
60 0.7669 0.7323 0.0346 4.6% 0.0055 0.7% 80% False False 84,158
80 0.7737 0.7323 0.0414 5.4% 0.0057 0.8% 67% False False 76,616
100 0.7737 0.7323 0.0414 5.4% 0.0058 0.8% 67% False False 61,359
120 0.7737 0.7136 0.0601 7.9% 0.0059 0.8% 77% False False 51,150
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7812
2.618 0.7742
1.618 0.7699
1.000 0.7672
0.618 0.7656
HIGH 0.7629
0.618 0.7613
0.500 0.7608
0.382 0.7602
LOW 0.7586
0.618 0.7559
1.000 0.7543
1.618 0.7516
2.618 0.7473
4.250 0.7403
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 0.7608 0.7601
PP 0.7605 0.7600
S1 0.7603 0.7600

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

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