CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 0.7651 0.7656 0.0005 0.1% 0.7644
High 0.7670 0.7693 0.0023 0.3% 0.7712
Low 0.7630 0.7647 0.0017 0.2% 0.7598
Close 0.7664 0.7688 0.0024 0.3% 0.7639
Range 0.0040 0.0046 0.0006 15.0% 0.0114
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 783 468 -315 -40.2% 1,884
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7814 0.7797 0.7713
R3 0.7768 0.7751 0.7701
R2 0.7722 0.7722 0.7696
R1 0.7705 0.7705 0.7692 0.7713
PP 0.7676 0.7676 0.7676 0.7680
S1 0.7659 0.7659 0.7684 0.7668
S2 0.7630 0.7630 0.7680
S3 0.7584 0.7613 0.7675
S4 0.7538 0.7567 0.7663
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 0.7617 0.0095 1.2% 0.0054 0.7% 75% False False 521
10 0.7712 0.7589 0.0123 1.6% 0.0056 0.7% 80% False False 365
20 0.7712 0.7489 0.0223 2.9% 0.0061 0.8% 89% False False 284
40 0.7712 0.7132 0.0580 7.5% 0.0062 0.8% 96% False False 195
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 True
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 0.7888
2.618 0.7813
1.618 0.7767
1.000 0.7739
0.618 0.7721
HIGH 0.7693
0.618 0.7675
0.500 0.7670
0.382 0.7665
LOW 0.7647
0.618 0.7619
1.000 0.7601
1.618 0.7573
2.618 0.7527
4.250 0.7452
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.7682 0.7679
PP 0.7676 0.7670
S1 0.7670 0.7662

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

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