CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 0.7625 0.7657 0.0032 0.4% 0.7687
High 0.7664 0.7669 0.0005 0.1% 0.7737
Low 0.7620 0.7629 0.0009 0.1% 0.7593
Close 0.7659 0.7649 -0.0010 -0.1% 0.7617
Range 0.0044 0.0040 -0.0004 -9.1% 0.0144
ATR 0.0059 0.0058 -0.0001 -2.3% 0.0000
Volume 65,563 66,214 651 1.0% 429,974
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7769 0.7749 0.7671
R3 0.7729 0.7709 0.7660
R2 0.7689 0.7689 0.7656
R1 0.7669 0.7669 0.7653 0.7659
PP 0.7649 0.7649 0.7649 0.7644
S1 0.7629 0.7629 0.7645 0.7619
S2 0.7609 0.7609 0.7642
S3 0.7569 0.7589 0.7638
S4 0.7529 0.7549 0.7627
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8081 0.7993 0.7696
R3 0.7937 0.7849 0.7657
R2 0.7793 0.7793 0.7643
R1 0.7705 0.7705 0.7630 0.7677
PP 0.7649 0.7649 0.7649 0.7635
S1 0.7561 0.7561 0.7604 0.7533
S2 0.7505 0.7505 0.7591
S3 0.7361 0.7417 0.7577
S4 0.7217 0.7273 0.7538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7669 0.7576 0.0093 1.2% 0.0045 0.6% 78% True False 72,038
10 0.7737 0.7576 0.0161 2.1% 0.0050 0.7% 45% False False 80,042
20 0.7737 0.7477 0.0260 3.4% 0.0058 0.8% 66% False False 71,148
40 0.7737 0.7477 0.0260 3.4% 0.0061 0.8% 66% False False 36,152
60 0.7737 0.7190 0.0547 7.2% 0.0063 0.8% 84% False False 24,139
80 0.7737 0.7132 0.0605 7.9% 0.0061 0.8% 85% False False 18,118
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7774
1.618 0.7734
1.000 0.7709
0.618 0.7694
HIGH 0.7669
0.618 0.7654
0.500 0.7649
0.382 0.7644
LOW 0.7629
0.618 0.7604
1.000 0.7589
1.618 0.7564
2.618 0.7524
4.250 0.7459
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 0.7649 0.7640
PP 0.7649 0.7631
S1 0.7649 0.7623

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

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