CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 0.7230 0.7210 -0.0020 -0.3% 0.7426
High 0.7247 0.7227 -0.0020 -0.3% 0.7488
Low 0.7205 0.7169 -0.0036 -0.5% 0.7240
Close 0.7215 0.7179 -0.0036 -0.5% 0.7262
Range 0.0042 0.0058 0.0016 38.1% 0.0248
ATR 0.0056 0.0056 0.0000 0.3% 0.0000
Volume 17 33 16 94.1% 63
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7366 0.7330 0.7211
R3 0.7308 0.7272 0.7195
R2 0.7250 0.7250 0.7190
R1 0.7214 0.7214 0.7184 0.7203
PP 0.7192 0.7192 0.7192 0.7186
S1 0.7156 0.7156 0.7174 0.7145
S2 0.7134 0.7134 0.7168
S3 0.7076 0.7098 0.7163
S4 0.7018 0.7040 0.7147
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 0.7335 0.7169 0.0166 2.3% 0.0059 0.8% 6% False True 110
10 0.7488 0.7169 0.0319 4.4% 0.0060 0.8% 3% False True 59
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7379
1.618 0.7321
1.000 0.7285
0.618 0.7263
HIGH 0.7227
0.618 0.7205
0.500 0.7198
0.382 0.7191
LOW 0.7169
0.618 0.7133
1.000 0.7111
1.618 0.7075
2.618 0.7017
4.250 0.6923
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 0.7198 0.7208
PP 0.7192 0.7198
S1 0.7185 0.7189

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

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