CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 0.7468 0.7464 -0.0004 -0.1% 0.7562
High 0.7486 0.7484 -0.0002 0.0% 0.7578
Low 0.7433 0.7441 0.0008 0.1% 0.7433
Close 0.7464 0.7476 0.0012 0.2% 0.7476
Range 0.0053 0.0043 -0.0010 -18.9% 0.0145
ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000
Volume 81,571 78,817 -2,754 -3.4% 427,066
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7596 0.7579 0.7500
R3 0.7553 0.7536 0.7488
R2 0.7510 0.7510 0.7484
R1 0.7493 0.7493 0.7480 0.7502
PP 0.7467 0.7467 0.7467 0.7471
S1 0.7450 0.7450 0.7472 0.7459
S2 0.7424 0.7424 0.7468
S3 0.7381 0.7407 0.7464
S4 0.7338 0.7364 0.7452
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7931 0.7848 0.7556
R3 0.7786 0.7703 0.7516
R2 0.7641 0.7641 0.7503
R1 0.7558 0.7558 0.7489 0.7527
PP 0.7496 0.7496 0.7496 0.7480
S1 0.7413 0.7413 0.7463 0.7382
S2 0.7351 0.7351 0.7449
S3 0.7206 0.7268 0.7436
S4 0.7061 0.7123 0.7396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7578 0.7433 0.0145 1.9% 0.0061 0.8% 30% False False 85,413
10 0.7602 0.7433 0.0169 2.3% 0.0056 0.8% 25% False False 77,765
20 0.7652 0.7433 0.0219 2.9% 0.0052 0.7% 20% False False 81,046
40 0.7737 0.7433 0.0304 4.1% 0.0055 0.7% 14% False False 76,097
60 0.7737 0.7433 0.0304 4.1% 0.0058 0.8% 14% False False 51,116
80 0.7737 0.7190 0.0547 7.3% 0.0060 0.8% 52% False False 38,366
100 0.7737 0.7132 0.0605 8.1% 0.0059 0.8% 57% False False 30,703
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7597
1.618 0.7554
1.000 0.7527
0.618 0.7511
HIGH 0.7484
0.618 0.7468
0.500 0.7463
0.382 0.7457
LOW 0.7441
0.618 0.7414
1.000 0.7398
1.618 0.7371
2.618 0.7328
4.250 0.7258
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 0.7472 0.7496
PP 0.7467 0.7489
S1 0.7463 0.7483

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

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