CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 0.7406 0.7407 0.0001 0.0% 0.7475
High 0.7421 0.7419 -0.0002 0.0% 0.7550
Low 0.7362 0.7371 0.0009 0.1% 0.7362
Close 0.7408 0.7382 -0.0026 -0.4% 0.7408
Range 0.0059 0.0048 -0.0011 -18.6% 0.0188
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 101,316 75,030 -26,286 -25.9% 443,997
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 0.7535 0.7506 0.7408
R3 0.7487 0.7458 0.7395
R2 0.7439 0.7439 0.7391
R1 0.7410 0.7410 0.7386 0.7401
PP 0.7391 0.7391 0.7391 0.7386
S1 0.7362 0.7362 0.7378 0.7353
S2 0.7343 0.7343 0.7373
S3 0.7295 0.7314 0.7369
S4 0.7247 0.7266 0.7356
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.8004 0.7894 0.7511
R3 0.7816 0.7706 0.7460
R2 0.7628 0.7628 0.7442
R1 0.7518 0.7518 0.7425 0.7479
PP 0.7440 0.7440 0.7440 0.7421
S1 0.7330 0.7330 0.7391 0.7291
S2 0.7252 0.7252 0.7374
S3 0.7064 0.7142 0.7356
S4 0.6876 0.6954 0.7305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7550 0.7362 0.0188 2.5% 0.0065 0.9% 11% False False 93,428
10 0.7564 0.7362 0.0202 2.7% 0.0065 0.9% 10% False False 87,871
20 0.7602 0.7362 0.0240 3.3% 0.0058 0.8% 8% False False 82,537
40 0.7737 0.7362 0.0375 5.1% 0.0057 0.8% 5% False False 82,309
60 0.7737 0.7362 0.0375 5.1% 0.0058 0.8% 5% False False 59,739
80 0.7737 0.7362 0.0375 5.1% 0.0060 0.8% 5% False False 44,846
100 0.7737 0.7132 0.0605 8.2% 0.0060 0.8% 41% False False 35,893
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7545
1.618 0.7497
1.000 0.7467
0.618 0.7449
HIGH 0.7419
0.618 0.7401
0.500 0.7395
0.382 0.7389
LOW 0.7371
0.618 0.7341
1.000 0.7323
1.618 0.7293
2.618 0.7245
4.250 0.7167
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 0.7395 0.7394
PP 0.7391 0.7390
S1 0.7386 0.7386

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

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