CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 0.7623 0.7651 0.0028 0.4% 0.7654
High 0.7674 0.7698 0.0024 0.3% 0.7666
Low 0.7598 0.7617 0.0019 0.3% 0.7584
Close 0.7631 0.7684 0.0053 0.7% 0.7653
Range 0.0076 0.0081 0.0005 6.6% 0.0082
ATR 0.0063 0.0065 0.0001 2.0% 0.0000
Volume 353 814 461 130.6% 1,287
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7909 0.7878 0.7729
R3 0.7828 0.7797 0.7706
R2 0.7747 0.7747 0.7699
R1 0.7716 0.7716 0.7691 0.7732
PP 0.7666 0.7666 0.7666 0.7674
S1 0.7635 0.7635 0.7677 0.7651
S2 0.7585 0.7585 0.7669
S3 0.7504 0.7554 0.7662
S4 0.7423 0.7473 0.7639
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 0.7698 0.7589 0.0109 1.4% 0.0065 0.8% 87% True False 347
10 0.7698 0.7556 0.0142 1.8% 0.0068 0.9% 90% True False 327
20 0.7698 0.7468 0.0230 3.0% 0.0063 0.8% 94% True False 218
40 0.7698 0.7132 0.0566 7.4% 0.0063 0.8% 98% True False 163
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 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8042
2.618 0.7910
1.618 0.7829
1.000 0.7779
0.618 0.7748
HIGH 0.7698
0.618 0.7667
0.500 0.7658
0.382 0.7648
LOW 0.7617
0.618 0.7567
1.000 0.7536
1.618 0.7486
2.618 0.7405
4.250 0.7273
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 0.7675 0.7672
PP 0.7666 0.7660
S1 0.7658 0.7648

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

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