CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 0.7520 0.7595 0.0075 1.0% 0.7439
High 0.7620 0.7610 -0.0010 -0.1% 0.7550
Low 0.7518 0.7556 0.0038 0.5% 0.7408
Close 0.7572 0.7564 -0.0008 -0.1% 0.7511
Range 0.0102 0.0054 -0.0048 -47.1% 0.0142
ATR 0.0000 0.0051 0.0051 0.0000
Volume 302 191 -111 -36.8% 539
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7739 0.7705 0.7594
R3 0.7685 0.7651 0.7579
R2 0.7631 0.7631 0.7574
R1 0.7597 0.7597 0.7569 0.7587
PP 0.7577 0.7577 0.7577 0.7572
S1 0.7543 0.7543 0.7559 0.7533
S2 0.7523 0.7523 0.7554
S3 0.7469 0.7489 0.7549
S4 0.7415 0.7435 0.7534
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7916 0.7855 0.7589
R3 0.7774 0.7713 0.7550
R2 0.7632 0.7632 0.7537
R1 0.7571 0.7571 0.7524 0.7602
PP 0.7490 0.7490 0.7490 0.7505
S1 0.7429 0.7429 0.7498 0.7460
S2 0.7348 0.7348 0.7485
S3 0.7206 0.7287 0.7472
S4 0.7064 0.7145 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7495 0.0125 1.7% 0.0049 0.6% 55% False False 132
10 0.7620 0.7390 0.0230 3.0% 0.0047 0.6% 76% False False 121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7751
1.618 0.7697
1.000 0.7664
0.618 0.7643
HIGH 0.7610
0.618 0.7589
0.500 0.7583
0.382 0.7577
LOW 0.7556
0.618 0.7523
1.000 0.7502
1.618 0.7469
2.618 0.7415
4.250 0.7327
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 0.7583 0.7565
PP 0.7577 0.7564
S1 0.7570 0.7564

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

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