CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 0.7445 0.7470 0.0025 0.3% 0.7387
High 0.7485 0.7514 0.0029 0.4% 0.7465
Low 0.7431 0.7463 0.0032 0.4% 0.7380
Close 0.7472 0.7480 0.0008 0.1% 0.7453
Range 0.0054 0.0051 -0.0003 -5.6% 0.0085
ATR 0.0058 0.0057 0.0000 -0.8% 0.0000
Volume 68,496 78,844 10,348 15.1% 474,881
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 0.7639 0.7610 0.7508
R3 0.7588 0.7559 0.7494
R2 0.7537 0.7537 0.7489
R1 0.7508 0.7508 0.7485 0.7523
PP 0.7486 0.7486 0.7486 0.7493
S1 0.7457 0.7457 0.7475 0.7472
S2 0.7435 0.7435 0.7471
S3 0.7384 0.7406 0.7466
S4 0.7333 0.7355 0.7452
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7688 0.7655 0.7500
R3 0.7603 0.7570 0.7476
R2 0.7518 0.7518 0.7469
R1 0.7485 0.7485 0.7461 0.7502
PP 0.7433 0.7433 0.7433 0.7441
S1 0.7400 0.7400 0.7445 0.7417
S2 0.7348 0.7348 0.7437
S3 0.7263 0.7315 0.7430
S4 0.7178 0.7230 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7514 0.7384 0.0130 1.7% 0.0056 0.8% 74% True False 92,521
10 0.7514 0.7332 0.0182 2.4% 0.0054 0.7% 81% True False 92,220
20 0.7559 0.7323 0.0236 3.2% 0.0061 0.8% 67% False False 91,853
40 0.7669 0.7323 0.0346 4.6% 0.0055 0.7% 45% False False 84,728
60 0.7737 0.7323 0.0414 5.5% 0.0057 0.8% 38% False False 76,823
80 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 38% False False 57,725
100 0.7737 0.7151 0.0586 7.8% 0.0060 0.8% 56% False False 46,202
120 0.7737 0.7132 0.0605 8.1% 0.0058 0.8% 58% False False 38,508
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7648
1.618 0.7597
1.000 0.7565
0.618 0.7546
HIGH 0.7514
0.618 0.7495
0.500 0.7489
0.382 0.7482
LOW 0.7463
0.618 0.7431
1.000 0.7412
1.618 0.7380
2.618 0.7329
4.250 0.7246
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 0.7489 0.7473
PP 0.7486 0.7466
S1 0.7483 0.7459

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

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