CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 0.7651 0.7694 0.0043 0.6% 0.7654
High 0.7698 0.7712 0.0014 0.2% 0.7666
Low 0.7617 0.7665 0.0048 0.6% 0.7584
Close 0.7684 0.7674 -0.0010 -0.1% 0.7653
Range 0.0081 0.0047 -0.0034 -42.0% 0.0082
ATR 0.0065 0.0063 -0.0001 -1.9% 0.0000
Volume 814 299 -515 -63.3% 1,287
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7825 0.7796 0.7700
R3 0.7778 0.7749 0.7687
R2 0.7731 0.7731 0.7683
R1 0.7702 0.7702 0.7678 0.7693
PP 0.7684 0.7684 0.7684 0.7679
S1 0.7655 0.7655 0.7670 0.7646
S2 0.7637 0.7637 0.7665
S3 0.7590 0.7608 0.7661
S4 0.7543 0.7561 0.7648
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 0.7712 0.7597 0.0115 1.5% 0.0064 0.8% 67% True False 379
10 0.7712 0.7584 0.0128 1.7% 0.0062 0.8% 70% True False 325
20 0.7712 0.7489 0.0223 2.9% 0.0062 0.8% 83% True False 227
40 0.7712 0.7132 0.0580 7.6% 0.0062 0.8% 93% True False 167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7912
2.618 0.7835
1.618 0.7788
1.000 0.7759
0.618 0.7741
HIGH 0.7712
0.618 0.7694
0.500 0.7689
0.382 0.7683
LOW 0.7665
0.618 0.7636
1.000 0.7618
1.618 0.7589
2.618 0.7542
4.250 0.7465
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 0.7689 0.7668
PP 0.7684 0.7661
S1 0.7679 0.7655

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

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