CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 0.7559 0.7556 -0.0003 0.0% 0.7538
High 0.7573 0.7672 0.0099 1.3% 0.7585
Low 0.7529 0.7556 0.0027 0.4% 0.7489
Close 0.7566 0.7638 0.0072 1.0% 0.7528
Range 0.0044 0.0116 0.0072 163.6% 0.0096
ATR 0.0061 0.0065 0.0004 6.4% 0.0000
Volume 257 312 55 21.4% 395
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7970 0.7920 0.7702
R3 0.7854 0.7804 0.7670
R2 0.7738 0.7738 0.7659
R1 0.7688 0.7688 0.7649 0.7713
PP 0.7622 0.7622 0.7622 0.7635
S1 0.7572 0.7572 0.7627 0.7597
S2 0.7506 0.7506 0.7617
S3 0.7390 0.7456 0.7606
S4 0.7274 0.7340 0.7574
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 0.7672 0.7489 0.0183 2.4% 0.0063 0.8% 81% True False 163
10 0.7672 0.7489 0.0183 2.4% 0.0062 0.8% 81% True False 130
20 0.7672 0.7247 0.0425 5.6% 0.0070 0.9% 92% True False 127
40 0.7672 0.7132 0.0540 7.1% 0.0062 0.8% 94% True False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.7976
1.618 0.7860
1.000 0.7788
0.618 0.7744
HIGH 0.7672
0.618 0.7628
0.500 0.7614
0.382 0.7600
LOW 0.7556
0.618 0.7484
1.000 0.7440
1.618 0.7368
2.618 0.7252
4.250 0.7063
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 0.7630 0.7624
PP 0.7622 0.7610
S1 0.7614 0.7596

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

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