CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 14-Feb-2017
Day Change Summary
Previous Current
13-Feb-2017 14-Feb-2017 Change Change % Previous Week
Open 0.7644 0.7623 -0.0021 -0.3% 0.7654
High 0.7655 0.7674 0.0019 0.2% 0.7666
Low 0.7609 0.7598 -0.0011 -0.1% 0.7584
Close 0.7623 0.7631 0.0008 0.1% 0.7653
Range 0.0046 0.0076 0.0030 65.2% 0.0082
ATR 0.0062 0.0063 0.0001 1.6% 0.0000
Volume 175 353 178 101.7% 1,287
Daily Pivots for day following 14-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7862 0.7823 0.7673
R3 0.7786 0.7747 0.7652
R2 0.7710 0.7710 0.7645
R1 0.7671 0.7671 0.7638 0.7691
PP 0.7634 0.7634 0.7634 0.7644
S1 0.7595 0.7595 0.7624 0.7615
S2 0.7558 0.7558 0.7617
S3 0.7482 0.7519 0.7610
S4 0.7406 0.7443 0.7589
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7849 0.7698
R3 0.7798 0.7767 0.7676
R2 0.7716 0.7716 0.7668
R1 0.7685 0.7685 0.7661 0.7660
PP 0.7634 0.7634 0.7634 0.7622
S1 0.7603 0.7603 0.7645 0.7578
S2 0.7552 0.7552 0.7638
S3 0.7470 0.7521 0.7630
S4 0.7388 0.7439 0.7608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7674 0.7589 0.0085 1.1% 0.0059 0.8% 49% True False 208
10 0.7674 0.7529 0.0145 1.9% 0.0065 0.8% 70% True False 271
20 0.7674 0.7468 0.0206 2.7% 0.0062 0.8% 79% True False 184
40 0.7674 0.7132 0.0542 7.1% 0.0063 0.8% 92% True False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7873
1.618 0.7797
1.000 0.7750
0.618 0.7721
HIGH 0.7674
0.618 0.7645
0.500 0.7636
0.382 0.7627
LOW 0.7598
0.618 0.7551
1.000 0.7522
1.618 0.7475
2.618 0.7399
4.250 0.7275
Fisher Pivots for day following 14-Feb-2017
Pivot 1 day 3 day
R1 0.7636 0.7636
PP 0.7634 0.7634
S1 0.7633 0.7633

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

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