CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 0.7408 0.7420 0.0012 0.2% 0.7407
High 0.7433 0.7439 0.0006 0.1% 0.7419
Low 0.7390 0.7384 -0.0006 -0.1% 0.7323
Close 0.7423 0.7420 -0.0003 0.0% 0.7387
Range 0.0043 0.0055 0.0012 27.9% 0.0096
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 78,423 104,489 26,066 33.2% 484,411
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 0.7579 0.7555 0.7450
R3 0.7524 0.7500 0.7435
R2 0.7469 0.7469 0.7430
R1 0.7445 0.7445 0.7425 0.7448
PP 0.7414 0.7414 0.7414 0.7416
S1 0.7390 0.7390 0.7415 0.7392
S2 0.7359 0.7359 0.7410
S3 0.7304 0.7335 0.7405
S4 0.7249 0.7280 0.7390
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 0.7333 0.0108 1.5% 0.0051 0.7% 81% False False 93,399
10 0.7441 0.7323 0.0118 1.6% 0.0054 0.7% 82% False False 96,281
20 0.7578 0.7323 0.0255 3.4% 0.0058 0.8% 38% False False 87,991
40 0.7677 0.7323 0.0354 4.8% 0.0054 0.7% 27% False False 83,747
60 0.7737 0.7323 0.0414 5.6% 0.0057 0.8% 23% False False 70,915
80 0.7737 0.7323 0.0414 5.6% 0.0058 0.8% 23% False False 53,252
100 0.7737 0.7132 0.0605 8.2% 0.0059 0.8% 48% False False 42,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7583
1.618 0.7528
1.000 0.7494
0.618 0.7473
HIGH 0.7439
0.618 0.7418
0.500 0.7412
0.382 0.7405
LOW 0.7384
0.618 0.7350
1.000 0.7329
1.618 0.7295
2.618 0.7240
4.250 0.7150
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 0.7417 0.7417
PP 0.7414 0.7414
S1 0.7412 0.7411

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

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