CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.7161 0.7161 0.0000 0.0% 0.7270
High 0.7189 0.7194 0.0005 0.1% 0.7275
Low 0.7136 0.7151 0.0015 0.2% 0.7132
Close 0.7155 0.7179 0.0024 0.3% 0.7140
Range 0.0053 0.0043 -0.0010 -18.9% 0.0143
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 40 299 259 647.5% 551
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7304 0.7284 0.7203
R3 0.7261 0.7241 0.7191
R2 0.7218 0.7218 0.7187
R1 0.7198 0.7198 0.7183 0.7208
PP 0.7175 0.7175 0.7175 0.7180
S1 0.7155 0.7155 0.7175 0.7165
S2 0.7132 0.7132 0.7171
S3 0.7089 0.7112 0.7167
S4 0.7046 0.7069 0.7155
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7611 0.7519 0.7219
R3 0.7468 0.7376 0.7179
R2 0.7325 0.7325 0.7166
R1 0.7233 0.7233 0.7153 0.7208
PP 0.7182 0.7182 0.7182 0.7170
S1 0.7090 0.7090 0.7127 0.7065
S2 0.7039 0.7039 0.7114
S3 0.6896 0.6947 0.7101
S4 0.6753 0.6804 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7227 0.7132 0.0095 1.3% 0.0048 0.7% 49% False False 84
10 0.7400 0.7132 0.0268 3.7% 0.0056 0.8% 18% False False 95
20 0.7488 0.7132 0.0356 5.0% 0.0053 0.7% 13% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7307
1.618 0.7264
1.000 0.7237
0.618 0.7221
HIGH 0.7194
0.618 0.7178
0.500 0.7173
0.382 0.7167
LOW 0.7151
0.618 0.7124
1.000 0.7108
1.618 0.7081
2.618 0.7038
4.250 0.6968
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.7177 0.7174
PP 0.7175 0.7170
S1 0.7173 0.7165

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

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