CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 0.7569 0.7560 -0.0009 -0.1% 0.7477
High 0.7572 0.7560 -0.0012 -0.2% 0.7561
Low 0.7492 0.7500 0.0008 0.1% 0.7434
Close 0.7536 0.7528 -0.0008 -0.1% 0.7537
Range 0.0080 0.0060 -0.0020 -25.0% 0.0127
ATR 0.0065 0.0065 0.0000 -0.6% 0.0000
Volume 92 36 -56 -60.9% 740
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7709 0.7679 0.7561
R3 0.7649 0.7619 0.7544
R2 0.7589 0.7589 0.7539
R1 0.7559 0.7559 0.7533 0.7544
PP 0.7529 0.7529 0.7529 0.7522
S1 0.7499 0.7499 0.7523 0.7484
S2 0.7469 0.7469 0.7517
S3 0.7409 0.7439 0.7512
S4 0.7349 0.7379 0.7495
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 0.7492 0.0093 1.2% 0.0060 0.8% 39% False False 97
10 0.7585 0.7405 0.0180 2.4% 0.0069 0.9% 68% False False 119
20 0.7585 0.7136 0.0449 6.0% 0.0067 0.9% 87% False False 109
40 0.7585 0.7132 0.0453 6.0% 0.0058 0.8% 87% False False 71
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7815
2.618 0.7717
1.618 0.7657
1.000 0.7620
0.618 0.7597
HIGH 0.7560
0.618 0.7537
0.500 0.7530
0.382 0.7523
LOW 0.7500
0.618 0.7463
1.000 0.7440
1.618 0.7403
2.618 0.7343
4.250 0.7245
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 0.7530 0.7539
PP 0.7529 0.7535
S1 0.7529 0.7532

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

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