CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 0.7530 0.7540 0.0010 0.1% 0.7609
High 0.7543 0.7566 0.0023 0.3% 0.7624
Low 0.7519 0.7525 0.0006 0.1% 0.7519
Close 0.7527 0.7557 0.0030 0.4% 0.7557
Range 0.0024 0.0041 0.0017 70.8% 0.0105
ATR 0.0048 0.0047 0.0000 -1.0% 0.0000
Volume 586 91 -495 -84.5% 747
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7672 0.7656 0.7580
R3 0.7631 0.7615 0.7568
R2 0.7590 0.7590 0.7565
R1 0.7574 0.7574 0.7561 0.7582
PP 0.7549 0.7549 0.7549 0.7554
S1 0.7533 0.7533 0.7553 0.7541
S2 0.7508 0.7508 0.7549
S3 0.7467 0.7492 0.7546
S4 0.7426 0.7451 0.7534
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7882 0.7824 0.7615
R3 0.7777 0.7719 0.7586
R2 0.7672 0.7672 0.7576
R1 0.7614 0.7614 0.7567 0.7591
PP 0.7567 0.7567 0.7567 0.7555
S1 0.7509 0.7509 0.7547 0.7486
S2 0.7462 0.7462 0.7538
S3 0.7357 0.7404 0.7528
S4 0.7252 0.7299 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7624 0.7519 0.0105 1.4% 0.0040 0.5% 36% False False 149
10 0.7624 0.7508 0.0116 1.5% 0.0046 0.6% 42% False False 140
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 0.7740
2.618 0.7673
1.618 0.7632
1.000 0.7607
0.618 0.7591
HIGH 0.7566
0.618 0.7550
0.500 0.7546
0.382 0.7541
LOW 0.7525
0.618 0.7500
1.000 0.7484
1.618 0.7459
2.618 0.7418
4.250 0.7351
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 0.7553 0.7552
PP 0.7549 0.7547
S1 0.7546 0.7543

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

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