CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 0.7687 0.7718 0.0031 0.4% 0.7533
High 0.7735 0.7737 0.0002 0.0% 0.7706
Low 0.7685 0.7670 -0.0015 -0.2% 0.7521
Close 0.7713 0.7689 -0.0024 -0.3% 0.7695
Range 0.0050 0.0067 0.0017 34.0% 0.0185
ATR 0.0064 0.0064 0.0000 0.3% 0.0000
Volume 72,702 113,497 40,795 56.1% 429,768
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7900 0.7861 0.7726
R3 0.7833 0.7794 0.7707
R2 0.7766 0.7766 0.7701
R1 0.7727 0.7727 0.7695 0.7713
PP 0.7699 0.7699 0.7699 0.7692
S1 0.7660 0.7660 0.7683 0.7646
S2 0.7632 0.7632 0.7677
S3 0.7565 0.7593 0.7671
S4 0.7498 0.7526 0.7652
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8196 0.8130 0.7797
R3 0.8011 0.7945 0.7746
R2 0.7826 0.7826 0.7729
R1 0.7760 0.7760 0.7712 0.7793
PP 0.7641 0.7641 0.7641 0.7657
S1 0.7575 0.7575 0.7678 0.7608
S2 0.7456 0.7456 0.7661
S3 0.7271 0.7390 0.7644
S4 0.7086 0.7205 0.7593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7542 0.0195 2.5% 0.0078 1.0% 75% True False 98,536
10 0.7737 0.7477 0.0260 3.4% 0.0067 0.9% 82% True False 83,492
20 0.7737 0.7477 0.0260 3.4% 0.0064 0.8% 82% True False 45,251
40 0.7737 0.7477 0.0260 3.4% 0.0063 0.8% 82% True False 22,758
60 0.7737 0.7132 0.0605 7.9% 0.0063 0.8% 92% True False 15,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7912
1.618 0.7845
1.000 0.7804
0.618 0.7778
HIGH 0.7737
0.618 0.7711
0.500 0.7704
0.382 0.7696
LOW 0.7670
0.618 0.7629
1.000 0.7603
1.618 0.7562
2.618 0.7495
4.250 0.7385
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 0.7704 0.7694
PP 0.7699 0.7692
S1 0.7694 0.7691

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

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