CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.7470 0.7473 0.0003 0.0% 0.7387
High 0.7514 0.7504 -0.0010 -0.1% 0.7465
Low 0.7463 0.7439 -0.0024 -0.3% 0.7380
Close 0.7480 0.7481 0.0001 0.0% 0.7453
Range 0.0051 0.0065 0.0014 27.4% 0.0085
ATR 0.0057 0.0058 0.0001 1.0% 0.0000
Volume 78,844 81,061 2,217 2.8% 474,881
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.7670 0.7640 0.7517
R3 0.7605 0.7575 0.7499
R2 0.7540 0.7540 0.7493
R1 0.7510 0.7510 0.7487 0.7525
PP 0.7475 0.7475 0.7475 0.7482
S1 0.7445 0.7445 0.7475 0.7460
S2 0.7410 0.7410 0.7469
S3 0.7345 0.7380 0.7463
S4 0.7280 0.7315 0.7445
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 0.7403 0.0111 1.5% 0.0058 0.8% 70% False False 87,835
10 0.7514 0.7333 0.0181 2.4% 0.0055 0.7% 82% False False 90,617
20 0.7550 0.7323 0.0227 3.0% 0.0058 0.8% 70% False False 89,603
40 0.7669 0.7323 0.0346 4.6% 0.0055 0.7% 46% False False 84,609
60 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 38% False False 78,138
80 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 38% False False 58,737
100 0.7737 0.7165 0.0572 7.6% 0.0060 0.8% 55% False False 47,010
120 0.7737 0.7132 0.0605 8.1% 0.0059 0.8% 58% False False 39,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7780
2.618 0.7674
1.618 0.7609
1.000 0.7569
0.618 0.7544
HIGH 0.7504
0.618 0.7479
0.500 0.7472
0.382 0.7464
LOW 0.7439
0.618 0.7399
1.000 0.7374
1.618 0.7334
2.618 0.7269
4.250 0.7163
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.7478 0.7478
PP 0.7475 0.7475
S1 0.7472 0.7473

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

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