CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 0.7540 0.7559 0.0019 0.3% 0.7538
High 0.7581 0.7573 -0.0008 -0.1% 0.7585
Low 0.7520 0.7529 0.0009 0.1% 0.7489
Close 0.7562 0.7566 0.0004 0.1% 0.7528
Range 0.0061 0.0044 -0.0017 -27.9% 0.0096
ATR 0.0062 0.0061 -0.0001 -2.1% 0.0000
Volume 79 257 178 225.3% 395
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7688 0.7671 0.7590
R3 0.7644 0.7627 0.7578
R2 0.7600 0.7600 0.7574
R1 0.7583 0.7583 0.7570 0.7591
PP 0.7556 0.7556 0.7556 0.7560
S1 0.7539 0.7539 0.7562 0.7548
S2 0.7512 0.7512 0.7558
S3 0.7468 0.7495 0.7554
S4 0.7424 0.7451 0.7542
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 0.7581 0.7489 0.0092 1.2% 0.0052 0.7% 84% False False 108
10 0.7585 0.7468 0.0117 1.5% 0.0058 0.8% 84% False False 109
20 0.7585 0.7190 0.0395 5.2% 0.0068 0.9% 95% False False 115
40 0.7585 0.7132 0.0453 6.0% 0.0061 0.8% 96% False False 84
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7760
2.618 0.7688
1.618 0.7644
1.000 0.7617
0.618 0.7600
HIGH 0.7573
0.618 0.7556
0.500 0.7551
0.382 0.7546
LOW 0.7529
0.618 0.7502
1.000 0.7485
1.618 0.7458
2.618 0.7414
4.250 0.7342
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 0.7561 0.7559
PP 0.7556 0.7551
S1 0.7551 0.7544

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

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