CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 0.7206 0.7249 0.0043 0.6% 0.7151
High 0.7258 0.7328 0.0070 1.0% 0.7217
Low 0.7190 0.7247 0.0057 0.8% 0.7136
Close 0.7236 0.7306 0.0070 1.0% 0.7186
Range 0.0068 0.0081 0.0013 19.1% 0.0081
ATR 0.0053 0.0056 0.0003 5.2% 0.0000
Volume 59 44 -15 -25.4% 386
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7537 0.7502 0.7351
R3 0.7456 0.7421 0.7328
R2 0.7375 0.7375 0.7321
R1 0.7340 0.7340 0.7313 0.7358
PP 0.7294 0.7294 0.7294 0.7302
S1 0.7259 0.7259 0.7299 0.7277
S2 0.7213 0.7213 0.7291
S3 0.7132 0.7178 0.7284
S4 0.7051 0.7097 0.7261
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 0.7328 0.7151 0.0177 2.4% 0.0056 0.8% 88% True False 89
10 0.7328 0.7132 0.0196 2.7% 0.0052 0.7% 89% True False 59
20 0.7488 0.7132 0.0356 4.9% 0.0057 0.8% 49% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7540
1.618 0.7459
1.000 0.7409
0.618 0.7378
HIGH 0.7328
0.618 0.7297
0.500 0.7288
0.382 0.7278
LOW 0.7247
0.618 0.7197
1.000 0.7166
1.618 0.7116
2.618 0.7035
4.250 0.6903
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 0.7300 0.7286
PP 0.7294 0.7266
S1 0.7288 0.7247

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

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