CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 0.7249 0.7305 0.0056 0.8% 0.7170
High 0.7328 0.7326 -0.0002 0.0% 0.7328
Low 0.7247 0.7263 0.0016 0.2% 0.7165
Close 0.7306 0.7277 -0.0029 -0.4% 0.7277
Range 0.0081 0.0063 -0.0018 -22.2% 0.0163
ATR 0.0056 0.0057 0.0000 0.9% 0.0000
Volume 44 58 14 31.8% 183
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7478 0.7440 0.7312
R3 0.7415 0.7377 0.7294
R2 0.7352 0.7352 0.7289
R1 0.7314 0.7314 0.7283 0.7302
PP 0.7289 0.7289 0.7289 0.7282
S1 0.7251 0.7251 0.7271 0.7239
S2 0.7226 0.7226 0.7265
S3 0.7163 0.7188 0.7260
S4 0.7100 0.7125 0.7242
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7746 0.7674 0.7367
R3 0.7583 0.7511 0.7322
R2 0.7420 0.7420 0.7307
R1 0.7348 0.7348 0.7292 0.7384
PP 0.7257 0.7257 0.7257 0.7275
S1 0.7185 0.7185 0.7262 0.7221
S2 0.7094 0.7094 0.7247
S3 0.6931 0.7022 0.7232
S4 0.6768 0.6859 0.7187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7328 0.7165 0.0163 2.2% 0.0060 0.8% 69% False False 41
10 0.7328 0.7132 0.0196 2.7% 0.0054 0.7% 74% False False 63
20 0.7488 0.7132 0.0356 4.9% 0.0058 0.8% 41% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7594
2.618 0.7491
1.618 0.7428
1.000 0.7389
0.618 0.7365
HIGH 0.7326
0.618 0.7302
0.500 0.7295
0.382 0.7287
LOW 0.7263
0.618 0.7224
1.000 0.7200
1.618 0.7161
2.618 0.7098
4.250 0.6995
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 0.7295 0.7271
PP 0.7289 0.7265
S1 0.7283 0.7259

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

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