CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 0.7161 0.7200 0.0039 0.5% 0.7151
High 0.7194 0.7217 0.0023 0.3% 0.7217
Low 0.7151 0.7176 0.0025 0.3% 0.7136
Close 0.7179 0.7186 0.0007 0.1% 0.7186
Range 0.0043 0.0041 -0.0002 -4.6% 0.0081
ATR 0.0053 0.0053 -0.0001 -1.7% 0.0000
Volume 299 25 -274 -91.6% 386
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7316 0.7292 0.7209
R3 0.7275 0.7251 0.7197
R2 0.7234 0.7234 0.7194
R1 0.7210 0.7210 0.7190 0.7202
PP 0.7193 0.7193 0.7193 0.7189
S1 0.7169 0.7169 0.7182 0.7160
S2 0.7152 0.7152 0.7178
S3 0.7111 0.7128 0.7175
S4 0.7070 0.7087 0.7163
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7423 0.7385 0.7231
R3 0.7342 0.7304 0.7208
R2 0.7261 0.7261 0.7201
R1 0.7223 0.7223 0.7193 0.7242
PP 0.7180 0.7180 0.7180 0.7189
S1 0.7142 0.7142 0.7179 0.7161
S2 0.7099 0.7099 0.7171
S3 0.7018 0.7061 0.7164
S4 0.6937 0.6980 0.7141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7217 0.7132 0.0085 1.2% 0.0045 0.6% 64% True False 83
10 0.7335 0.7132 0.0203 2.8% 0.0052 0.7% 27% False False 96
20 0.7488 0.7132 0.0356 5.0% 0.0055 0.8% 15% False False 52
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7391
2.618 0.7324
1.618 0.7283
1.000 0.7258
0.618 0.7242
HIGH 0.7217
0.618 0.7201
0.500 0.7197
0.382 0.7192
LOW 0.7176
0.618 0.7151
1.000 0.7135
1.618 0.7110
2.618 0.7069
4.250 0.7002
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 0.7197 0.7183
PP 0.7193 0.7180
S1 0.7190 0.7177

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

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