CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 0.7270 0.7228 -0.0042 -0.6% 0.7426
High 0.7275 0.7231 -0.0044 -0.6% 0.7488
Low 0.7214 0.7194 -0.0020 -0.3% 0.7240
Close 0.7223 0.7222 -0.0001 0.0% 0.7262
Range 0.0061 0.0037 -0.0024 -39.3% 0.0248
ATR 0.0058 0.0057 -0.0002 -2.6% 0.0000
Volume 133 339 206 154.9% 63
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7327 0.7311 0.7242
R3 0.7290 0.7274 0.7232
R2 0.7253 0.7253 0.7229
R1 0.7237 0.7237 0.7225 0.7227
PP 0.7216 0.7216 0.7216 0.7210
S1 0.7200 0.7200 0.7219 0.7190
S2 0.7179 0.7179 0.7215
S3 0.7142 0.7163 0.7212
S4 0.7105 0.7126 0.7202
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8074 0.7916 0.7398
R3 0.7826 0.7668 0.7330
R2 0.7578 0.7578 0.7307
R1 0.7420 0.7420 0.7285 0.7375
PP 0.7330 0.7330 0.7330 0.7308
S1 0.7172 0.7172 0.7239 0.7127
S2 0.7082 0.7082 0.7217
S3 0.6834 0.6924 0.7194
S4 0.6586 0.6676 0.7126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7194 0.0294 4.1% 0.0077 1.1% 10% False True 103
10 0.7488 0.7194 0.0294 4.1% 0.0063 0.9% 10% False True 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7388
2.618 0.7328
1.618 0.7291
1.000 0.7268
0.618 0.7254
HIGH 0.7231
0.618 0.7217
0.500 0.7213
0.382 0.7208
LOW 0.7194
0.618 0.7171
1.000 0.7157
1.618 0.7134
2.618 0.7097
4.250 0.7037
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 0.7219 0.7265
PP 0.7216 0.7250
S1 0.7213 0.7236

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

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