CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 0.7387 0.7408 0.0021 0.3% 0.7407
High 0.7441 0.7433 -0.0008 -0.1% 0.7419
Low 0.7380 0.7390 0.0010 0.1% 0.7323
Close 0.7409 0.7423 0.0014 0.2% 0.7387
Range 0.0061 0.0043 -0.0018 -29.5% 0.0096
ATR 0.0059 0.0058 -0.0001 -1.9% 0.0000
Volume 81,193 78,423 -2,770 -3.4% 484,411
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 0.7544 0.7527 0.7447
R3 0.7501 0.7484 0.7435
R2 0.7458 0.7458 0.7431
R1 0.7441 0.7441 0.7427 0.7450
PP 0.7415 0.7415 0.7415 0.7420
S1 0.7398 0.7398 0.7419 0.7407
S2 0.7372 0.7372 0.7415
S3 0.7329 0.7355 0.7411
S4 0.7286 0.7312 0.7399
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7664 0.7622 0.7440
R3 0.7568 0.7526 0.7413
R2 0.7472 0.7472 0.7405
R1 0.7430 0.7430 0.7396 0.7403
PP 0.7376 0.7376 0.7376 0.7363
S1 0.7334 0.7334 0.7378 0.7307
S2 0.7280 0.7280 0.7369
S3 0.7184 0.7238 0.7361
S4 0.7088 0.7142 0.7334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7441 0.7332 0.0109 1.5% 0.0052 0.7% 83% False False 91,920
10 0.7539 0.7323 0.0216 2.9% 0.0061 0.8% 46% False False 96,555
20 0.7578 0.7323 0.0255 3.4% 0.0059 0.8% 39% False False 87,130
40 0.7737 0.7323 0.0414 5.6% 0.0054 0.7% 24% False False 83,972
60 0.7737 0.7323 0.0414 5.6% 0.0057 0.8% 24% False False 69,186
80 0.7737 0.7323 0.0414 5.6% 0.0058 0.8% 24% False False 51,947
100 0.7737 0.7132 0.0605 8.2% 0.0059 0.8% 48% False False 41,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7616
2.618 0.7546
1.618 0.7503
1.000 0.7476
0.618 0.7460
HIGH 0.7433
0.618 0.7417
0.500 0.7412
0.382 0.7406
LOW 0.7390
0.618 0.7363
1.000 0.7347
1.618 0.7320
2.618 0.7277
4.250 0.7207
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 0.7419 0.7416
PP 0.7415 0.7409
S1 0.7412 0.7402

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

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