CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 0.7373 0.7431 0.0058 0.8% 0.7439
High 0.7446 0.7498 0.0052 0.7% 0.7473
Low 0.7372 0.7420 0.0048 0.7% 0.7370
Close 0.7434 0.7487 0.0053 0.7% 0.7434
Range 0.0074 0.0078 0.0004 5.4% 0.0103
ATR 0.0059 0.0061 0.0001 2.2% 0.0000
Volume 102,387 80,614 -21,773 -21.3% 399,371
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7702 0.7673 0.7530
R3 0.7624 0.7595 0.7508
R2 0.7546 0.7546 0.7501
R1 0.7517 0.7517 0.7494 0.7532
PP 0.7468 0.7468 0.7468 0.7476
S1 0.7439 0.7439 0.7480 0.7454
S2 0.7390 0.7390 0.7473
S3 0.7312 0.7361 0.7466
S4 0.7234 0.7283 0.7444
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7735 0.7687 0.7491
R3 0.7632 0.7584 0.7462
R2 0.7529 0.7529 0.7453
R1 0.7481 0.7481 0.7443 0.7454
PP 0.7426 0.7426 0.7426 0.7412
S1 0.7378 0.7378 0.7425 0.7351
S2 0.7323 0.7323 0.7415
S3 0.7220 0.7275 0.7406
S4 0.7117 0.7172 0.7377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7498 0.7370 0.0128 1.7% 0.0068 0.9% 91% True False 95,997
10 0.7514 0.7370 0.0144 1.9% 0.0061 0.8% 81% False False 86,154
20 0.7514 0.7323 0.0191 2.6% 0.0058 0.8% 86% False False 91,041
40 0.7602 0.7323 0.0279 3.7% 0.0058 0.8% 59% False False 87,556
60 0.7737 0.7323 0.0414 5.5% 0.0057 0.8% 40% False False 85,569
80 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 40% False False 66,628
100 0.7737 0.7323 0.0414 5.5% 0.0060 0.8% 40% False False 53,336
120 0.7737 0.7132 0.0605 8.1% 0.0060 0.8% 59% False False 44,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7702
1.618 0.7624
1.000 0.7576
0.618 0.7546
HIGH 0.7498
0.618 0.7468
0.500 0.7459
0.382 0.7450
LOW 0.7420
0.618 0.7372
1.000 0.7342
1.618 0.7294
2.618 0.7216
4.250 0.7089
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 0.7478 0.7469
PP 0.7468 0.7452
S1 0.7459 0.7434

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

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