CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 0.7512 0.7532 0.0020 0.3% 0.7538
High 0.7549 0.7542 -0.0007 -0.1% 0.7585
Low 0.7489 0.7506 0.0017 0.2% 0.7489
Close 0.7528 0.7530 0.0002 0.0% 0.7528
Range 0.0060 0.0036 -0.0024 -40.0% 0.0096
ATR 0.0065 0.0063 -0.0002 -3.2% 0.0000
Volume 126 42 -84 -66.7% 395
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7634 0.7618 0.7550
R3 0.7598 0.7582 0.7540
R2 0.7562 0.7562 0.7537
R1 0.7546 0.7546 0.7533 0.7536
PP 0.7526 0.7526 0.7526 0.7521
S1 0.7510 0.7510 0.7527 0.7500
S2 0.7490 0.7490 0.7523
S3 0.7454 0.7474 0.7520
S4 0.7418 0.7438 0.7510
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7822 0.7771 0.7581
R3 0.7726 0.7675 0.7554
R2 0.7630 0.7630 0.7546
R1 0.7579 0.7579 0.7537 0.7557
PP 0.7534 0.7534 0.7534 0.7523
S1 0.7483 0.7483 0.7519 0.7461
S2 0.7438 0.7438 0.7510
S3 0.7342 0.7387 0.7502
S4 0.7246 0.7291 0.7475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7585 0.7489 0.0096 1.3% 0.0058 0.8% 43% False False 72
10 0.7585 0.7434 0.0151 2.0% 0.0064 0.9% 64% False False 117
20 0.7585 0.7165 0.0420 5.6% 0.0067 0.9% 87% False False 100
40 0.7585 0.7132 0.0453 6.0% 0.0060 0.8% 88% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7636
1.618 0.7600
1.000 0.7578
0.618 0.7564
HIGH 0.7542
0.618 0.7528
0.500 0.7524
0.382 0.7520
LOW 0.7506
0.618 0.7484
1.000 0.7470
1.618 0.7448
2.618 0.7412
4.250 0.7353
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 0.7528 0.7528
PP 0.7526 0.7526
S1 0.7524 0.7525

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

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