CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 0.7609 0.7580 -0.0029 -0.4% 0.7530
High 0.7624 0.7603 -0.0021 -0.3% 0.7620
Low 0.7576 0.7553 -0.0023 -0.3% 0.7508
Close 0.7576 0.7564 -0.0012 -0.2% 0.7607
Range 0.0048 0.0050 0.0002 4.2% 0.0112
ATR 0.0051 0.0051 0.0000 -0.1% 0.0000
Volume 30 22 -8 -26.7% 654
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7723 0.7694 0.7592
R3 0.7673 0.7644 0.7578
R2 0.7623 0.7623 0.7573
R1 0.7594 0.7594 0.7569 0.7584
PP 0.7573 0.7573 0.7573 0.7568
S1 0.7544 0.7544 0.7559 0.7534
S2 0.7523 0.7523 0.7555
S3 0.7473 0.7494 0.7550
S4 0.7423 0.7444 0.7537
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7914 0.7873 0.7669
R3 0.7802 0.7761 0.7638
R2 0.7690 0.7690 0.7628
R1 0.7649 0.7649 0.7617 0.7670
PP 0.7578 0.7578 0.7578 0.7589
S1 0.7537 0.7537 0.7597 0.7558
S2 0.7466 0.7466 0.7586
S3 0.7354 0.7425 0.7576
S4 0.7242 0.7313 0.7545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7624 0.7518 0.0106 1.4% 0.0060 0.8% 43% False False 112
10 0.7624 0.7495 0.0129 1.7% 0.0045 0.6% 53% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7734
1.618 0.7684
1.000 0.7653
0.618 0.7634
HIGH 0.7603
0.618 0.7584
0.500 0.7578
0.382 0.7572
LOW 0.7553
0.618 0.7522
1.000 0.7503
1.618 0.7472
2.618 0.7422
4.250 0.7341
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 0.7578 0.7589
PP 0.7573 0.7580
S1 0.7569 0.7572

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

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