CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 07-Apr-2017
Day Change Summary
Previous Current
06-Apr-2017 07-Apr-2017 Change Change % Previous Week
Open 0.7560 0.7533 -0.0027 -0.4% 0.7624
High 0.7567 0.7537 -0.0030 -0.4% 0.7630
Low 0.7522 0.7483 -0.0039 -0.5% 0.7483
Close 0.7531 0.7485 -0.0046 -0.6% 0.7485
Range 0.0045 0.0054 0.0009 20.0% 0.0147
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 69,277 105,721 36,444 52.6% 415,526
Daily Pivots for day following 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7664 0.7628 0.7515
R3 0.7610 0.7574 0.7500
R2 0.7556 0.7556 0.7495
R1 0.7520 0.7520 0.7490 0.7511
PP 0.7502 0.7502 0.7502 0.7497
S1 0.7466 0.7466 0.7480 0.7457
S2 0.7448 0.7448 0.7475
S3 0.7394 0.7412 0.7470
S4 0.7340 0.7358 0.7455
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7974 0.7876 0.7566
R3 0.7827 0.7729 0.7525
R2 0.7680 0.7680 0.7512
R1 0.7582 0.7582 0.7498 0.7558
PP 0.7533 0.7533 0.7533 0.7520
S1 0.7435 0.7435 0.7472 0.7411
S2 0.7386 0.7386 0.7458
S3 0.7239 0.7288 0.7445
S4 0.7092 0.7141 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7483 0.0147 2.0% 0.0050 0.7% 1% False True 83,105
10 0.7669 0.7483 0.0186 2.5% 0.0048 0.6% 1% False True 78,188
20 0.7737 0.7483 0.0254 3.4% 0.0055 0.7% 1% False True 82,081
40 0.7737 0.7477 0.0260 3.5% 0.0058 0.8% 3% False False 48,340
60 0.7737 0.7405 0.0332 4.4% 0.0060 0.8% 24% False False 32,283
80 0.7737 0.7132 0.0605 8.1% 0.0061 0.8% 58% False False 24,232
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7767
2.618 0.7678
1.618 0.7624
1.000 0.7591
0.618 0.7570
HIGH 0.7537
0.618 0.7516
0.500 0.7510
0.382 0.7504
LOW 0.7483
0.618 0.7450
1.000 0.7429
1.618 0.7396
2.618 0.7342
4.250 0.7253
Fisher Pivots for day following 07-Apr-2017
Pivot 1 day 3 day
R1 0.7510 0.7530
PP 0.7502 0.7515
S1 0.7493 0.7500

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

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