CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 0.7499 0.7538 0.0039 0.5% 0.7431
High 0.7557 0.7544 -0.0013 -0.2% 0.7463
Low 0.7490 0.7515 0.0025 0.3% 0.7362
Close 0.7534 0.7536 0.0002 0.0% 0.7425
Range 0.0067 0.0029 -0.0038 -56.7% 0.0101
ATR 0.0060 0.0057 -0.0002 -3.7% 0.0000
Volume 4,245 3,270 -975 -23.0% 3,943
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7619 0.7606 0.7552
R3 0.7590 0.7577 0.7544
R2 0.7561 0.7561 0.7541
R1 0.7548 0.7548 0.7539 0.7540
PP 0.7532 0.7532 0.7532 0.7528
S1 0.7519 0.7519 0.7533 0.7511
S2 0.7503 0.7503 0.7531
S3 0.7474 0.7490 0.7528
S4 0.7445 0.7461 0.7520
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7720 0.7673 0.7481
R3 0.7619 0.7572 0.7453
R2 0.7518 0.7518 0.7444
R1 0.7471 0.7471 0.7434 0.7444
PP 0.7417 0.7417 0.7417 0.7403
S1 0.7370 0.7370 0.7416 0.7343
S2 0.7316 0.7316 0.7406
S3 0.7215 0.7269 0.7397
S4 0.7114 0.7168 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7557 0.7362 0.0195 2.6% 0.0062 0.8% 89% False False 3,245
10 0.7557 0.7362 0.0195 2.6% 0.0059 0.8% 89% False False 2,051
20 0.7557 0.7325 0.0232 3.1% 0.0056 0.7% 91% False False 1,290
40 0.7589 0.7315 0.0274 3.6% 0.0056 0.7% 81% False False 800
60 0.7725 0.7315 0.0410 5.4% 0.0054 0.7% 54% False False 565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7620
1.618 0.7591
1.000 0.7573
0.618 0.7562
HIGH 0.7544
0.618 0.7533
0.500 0.7530
0.382 0.7526
LOW 0.7515
0.618 0.7497
1.000 0.7486
1.618 0.7468
2.618 0.7439
4.250 0.7392
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 0.7534 0.7525
PP 0.7532 0.7513
S1 0.7530 0.7502

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

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