CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 0.7520 0.7562 0.0042 0.6% 0.7563
High 0.7539 0.7578 0.0039 0.5% 0.7602
Low 0.7508 0.7532 0.0024 0.3% 0.7482
Close 0.7530 0.7554 0.0024 0.3% 0.7530
Range 0.0031 0.0046 0.0015 48.4% 0.0120
ATR 0.0056 0.0055 -0.0001 -1.0% 0.0000
Volume 63,185 67,380 4,195 6.6% 350,584
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7693 0.7669 0.7579
R3 0.7647 0.7623 0.7567
R2 0.7601 0.7601 0.7562
R1 0.7577 0.7577 0.7558 0.7566
PP 0.7555 0.7555 0.7555 0.7549
S1 0.7531 0.7531 0.7550 0.7520
S2 0.7509 0.7509 0.7546
S3 0.7463 0.7485 0.7541
S4 0.7417 0.7439 0.7529
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7898 0.7834 0.7596
R3 0.7778 0.7714 0.7563
R2 0.7658 0.7658 0.7552
R1 0.7594 0.7594 0.7541 0.7566
PP 0.7538 0.7538 0.7538 0.7524
S1 0.7474 0.7474 0.7519 0.7446
S2 0.7418 0.7418 0.7508
S3 0.7298 0.7354 0.7497
S4 0.7178 0.7234 0.7464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7588 0.7482 0.0106 1.4% 0.0053 0.7% 68% False False 75,191
10 0.7602 0.7464 0.0138 1.8% 0.0050 0.7% 65% False False 77,203
20 0.7669 0.7464 0.0205 2.7% 0.0049 0.6% 44% False False 77,695
40 0.7737 0.7464 0.0273 3.6% 0.0056 0.7% 33% False False 67,504
60 0.7737 0.7464 0.0273 3.6% 0.0057 0.8% 33% False False 45,130
80 0.7737 0.7136 0.0601 8.0% 0.0060 0.8% 70% False False 33,875
100 0.7737 0.7132 0.0605 8.0% 0.0058 0.8% 70% False False 27,106
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7698
1.618 0.7652
1.000 0.7624
0.618 0.7606
HIGH 0.7578
0.618 0.7560
0.500 0.7555
0.382 0.7550
LOW 0.7532
0.618 0.7504
1.000 0.7486
1.618 0.7458
2.618 0.7412
4.250 0.7337
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 0.7555 0.7547
PP 0.7555 0.7539
S1 0.7554 0.7532

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

View Archives - Comment on this page... - Back to Index of Symbols