CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 0.7538 0.7565 0.0027 0.4% 0.7477
High 0.7562 0.7585 0.0023 0.3% 0.7561
Low 0.7525 0.7529 0.0004 0.1% 0.7434
Close 0.7549 0.7554 0.0005 0.1% 0.7537
Range 0.0037 0.0056 0.0019 51.3% 0.0127
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 77 64 -13 -16.9% 740
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7724 0.7695 0.7585
R3 0.7668 0.7639 0.7569
R2 0.7612 0.7612 0.7564
R1 0.7583 0.7583 0.7559 0.7570
PP 0.7556 0.7556 0.7556 0.7549
S1 0.7527 0.7527 0.7549 0.7514
S2 0.7500 0.7500 0.7544
S3 0.7444 0.7471 0.7539
S4 0.7388 0.7415 0.7523
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7892 0.7841 0.7607
R3 0.7765 0.7714 0.7572
R2 0.7638 0.7638 0.7560
R1 0.7587 0.7587 0.7549 0.7613
PP 0.7511 0.7511 0.7511 0.7523
S1 0.7460 0.7460 0.7525 0.7486
S2 0.7384 0.7384 0.7514
S3 0.7257 0.7333 0.7502
S4 0.7130 0.7206 0.7467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7585 0.7468 0.0117 1.5% 0.0060 0.8% 74% True False 118
10 0.7585 0.7305 0.0280 3.7% 0.0072 1.0% 89% True False 137
20 0.7585 0.7132 0.0453 6.0% 0.0064 0.8% 93% True False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7823
2.618 0.7732
1.618 0.7676
1.000 0.7641
0.618 0.7620
HIGH 0.7585
0.618 0.7564
0.500 0.7557
0.382 0.7550
LOW 0.7529
0.618 0.7494
1.000 0.7473
1.618 0.7438
2.618 0.7382
4.250 0.7291
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 0.7557 0.7549
PP 0.7556 0.7544
S1 0.7555 0.7539

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

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