CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 0.7477 0.7524 0.0047 0.6% 0.7290
High 0.7542 0.7538 -0.0004 -0.1% 0.7492
Low 0.7434 0.7478 0.0044 0.6% 0.7269
Close 0.7537 0.7511 -0.0026 -0.3% 0.7476
Range 0.0108 0.0060 -0.0048 -44.4% 0.0223
ATR 0.0066 0.0066 0.0000 -0.7% 0.0000
Volume 289 127 -162 -56.1% 628
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7689 0.7660 0.7544
R3 0.7629 0.7600 0.7527
R2 0.7569 0.7569 0.7522
R1 0.7540 0.7540 0.7516 0.7525
PP 0.7509 0.7509 0.7509 0.7501
S1 0.7480 0.7480 0.7506 0.7465
S2 0.7449 0.7449 0.7500
S3 0.7389 0.7420 0.7495
S4 0.7329 0.7360 0.7478
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8081 0.8002 0.7599
R3 0.7858 0.7779 0.7537
R2 0.7635 0.7635 0.7517
R1 0.7556 0.7556 0.7496 0.7596
PP 0.7412 0.7412 0.7412 0.7432
S1 0.7333 0.7333 0.7456 0.7373
S2 0.7189 0.7189 0.7435
S3 0.6966 0.7110 0.7415
S4 0.6743 0.6887 0.7353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7542 0.7326 0.0216 2.9% 0.0086 1.1% 86% False False 150
10 0.7542 0.7190 0.0352 4.7% 0.0077 1.0% 91% False False 120
20 0.7542 0.7132 0.0410 5.5% 0.0062 0.8% 92% False False 108
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7695
1.618 0.7635
1.000 0.7598
0.618 0.7575
HIGH 0.7538
0.618 0.7515
0.500 0.7508
0.382 0.7501
LOW 0.7478
0.618 0.7441
1.000 0.7418
1.618 0.7381
2.618 0.7321
4.250 0.7223
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 0.7510 0.7502
PP 0.7509 0.7492
S1 0.7508 0.7483

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

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