CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 0.7694 0.7675 -0.0019 -0.2% 0.7644
High 0.7712 0.7692 -0.0020 -0.3% 0.7712
Low 0.7665 0.7637 -0.0028 -0.4% 0.7598
Close 0.7674 0.7639 -0.0035 -0.5% 0.7639
Range 0.0047 0.0055 0.0008 17.0% 0.0114
ATR 0.0063 0.0063 -0.0001 -0.9% 0.0000
Volume 299 243 -56 -18.7% 1,884
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7821 0.7785 0.7669
R3 0.7766 0.7730 0.7654
R2 0.7711 0.7711 0.7649
R1 0.7675 0.7675 0.7644 0.7666
PP 0.7656 0.7656 0.7656 0.7651
S1 0.7620 0.7620 0.7634 0.7611
S2 0.7601 0.7601 0.7629
S3 0.7546 0.7565 0.7624
S4 0.7491 0.7510 0.7609
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7992 0.7929 0.7702
R3 0.7878 0.7815 0.7670
R2 0.7764 0.7764 0.7660
R1 0.7701 0.7701 0.7649 0.7676
PP 0.7650 0.7650 0.7650 0.7637
S1 0.7587 0.7587 0.7629 0.7561
S2 0.7536 0.7536 0.7618
S3 0.7422 0.7473 0.7608
S4 0.7308 0.7359 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7712 0.7598 0.0114 1.5% 0.0061 0.8% 36% False False 376
10 0.7712 0.7584 0.0128 1.7% 0.0060 0.8% 43% False False 317
20 0.7712 0.7489 0.0223 2.9% 0.0061 0.8% 67% False False 229
40 0.7712 0.7132 0.0580 7.6% 0.0063 0.8% 87% False False 165
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 False
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 0.7926
2.618 0.7836
1.618 0.7781
1.000 0.7747
0.618 0.7726
HIGH 0.7692
0.618 0.7671
0.500 0.7665
0.382 0.7658
LOW 0.7637
0.618 0.7603
1.000 0.7582
1.618 0.7548
2.618 0.7493
4.250 0.7403
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 0.7665 0.7665
PP 0.7656 0.7656
S1 0.7648 0.7648

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

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