CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.7318 0.7340 0.0022 0.3% 0.7170
High 0.7357 0.7443 0.0086 1.2% 0.7328
Low 0.7305 0.7326 0.0021 0.3% 0.7165
Close 0.7341 0.7416 0.0075 1.0% 0.7277
Range 0.0052 0.0117 0.0065 125.0% 0.0163
ATR 0.0058 0.0062 0.0004 7.4% 0.0000
Volume 156 147 -9 -5.8% 183
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7746 0.7698 0.7480
R3 0.7629 0.7581 0.7448
R2 0.7512 0.7512 0.7437
R1 0.7464 0.7464 0.7427 0.7488
PP 0.7395 0.7395 0.7395 0.7407
S1 0.7347 0.7347 0.7405 0.7371
S2 0.7278 0.7278 0.7395
S3 0.7161 0.7230 0.7384
S4 0.7044 0.7113 0.7352
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 0.7443 0.7247 0.0196 2.6% 0.0078 1.1% 86% True False 108
10 0.7443 0.7136 0.0307 4.1% 0.0064 0.9% 91% True False 98
20 0.7488 0.7132 0.0356 4.8% 0.0063 0.8% 80% False False 80
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 0.0014
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7940
2.618 0.7749
1.618 0.7632
1.000 0.7560
0.618 0.7515
HIGH 0.7443
0.618 0.7398
0.500 0.7385
0.382 0.7371
LOW 0.7326
0.618 0.7254
1.000 0.7209
1.618 0.7137
2.618 0.7020
4.250 0.6829
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.7406 0.7396
PP 0.7395 0.7376
S1 0.7385 0.7356

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

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