CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 0.7604 0.7618 0.0014 0.2% 0.7532
High 0.7642 0.7641 -0.0001 0.0% 0.7672
Low 0.7590 0.7589 -0.0001 0.0% 0.7506
Close 0.7609 0.7605 -0.0004 -0.1% 0.7653
Range 0.0052 0.0052 0.0000 0.0% 0.0166
ATR 0.0064 0.0063 -0.0001 -1.3% 0.0000
Volume 119 138 19 16.0% 1,020
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7768 0.7738 0.7634
R3 0.7716 0.7686 0.7619
R2 0.7664 0.7664 0.7615
R1 0.7634 0.7634 0.7610 0.7623
PP 0.7612 0.7612 0.7612 0.7606
S1 0.7582 0.7582 0.7600 0.7571
S2 0.7560 0.7560 0.7595
S3 0.7508 0.7530 0.7591
S4 0.7456 0.7478 0.7576
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.8108 0.8047 0.7744
R3 0.7942 0.7881 0.7699
R2 0.7776 0.7776 0.7683
R1 0.7715 0.7715 0.7668 0.7746
PP 0.7610 0.7610 0.7610 0.7626
S1 0.7549 0.7549 0.7638 0.7580
S2 0.7444 0.7444 0.7623
S3 0.7278 0.7383 0.7607
S4 0.7112 0.7217 0.7562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7671 0.7584 0.0087 1.1% 0.0059 0.8% 24% False False 271
10 0.7672 0.7489 0.0183 2.4% 0.0061 0.8% 63% False False 217
20 0.7672 0.7405 0.0267 3.5% 0.0065 0.9% 75% False False 168
40 0.7672 0.7132 0.0540 7.1% 0.0064 0.8% 88% False False 124
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7777
1.618 0.7725
1.000 0.7693
0.618 0.7673
HIGH 0.7641
0.618 0.7621
0.500 0.7615
0.382 0.7609
LOW 0.7589
0.618 0.7557
1.000 0.7537
1.618 0.7505
2.618 0.7453
4.250 0.7368
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 0.7615 0.7621
PP 0.7612 0.7615
S1 0.7608 0.7610

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

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