CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 0.7483 0.7508 0.0025 0.3% 0.7439
High 0.7521 0.7565 0.0044 0.6% 0.7473
Low 0.7455 0.7498 0.0043 0.6% 0.7370
Close 0.7507 0.7544 0.0037 0.5% 0.7434
Range 0.0066 0.0067 0.0001 1.5% 0.0103
ATR 0.0061 0.0062 0.0000 0.7% 0.0000
Volume 111,726 119,808 8,082 7.2% 399,371
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7737 0.7707 0.7581
R3 0.7670 0.7640 0.7562
R2 0.7603 0.7603 0.7556
R1 0.7573 0.7573 0.7550 0.7588
PP 0.7536 0.7536 0.7536 0.7543
S1 0.7506 0.7506 0.7538 0.7521
S2 0.7469 0.7469 0.7532
S3 0.7402 0.7439 0.7526
S4 0.7335 0.7372 0.7507
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 0.7565 0.7370 0.0195 2.6% 0.0074 1.0% 89% True False 106,231
10 0.7565 0.7370 0.0195 2.6% 0.0064 0.9% 89% True False 94,573
20 0.7565 0.7332 0.0233 3.1% 0.0059 0.8% 91% True False 93,397
40 0.7602 0.7323 0.0279 3.7% 0.0059 0.8% 79% False False 89,155
60 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 53% False False 86,788
80 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 53% False False 69,518
100 0.7737 0.7323 0.0414 5.5% 0.0059 0.8% 53% False False 55,649
120 0.7737 0.7132 0.0605 8.0% 0.0060 0.8% 68% False False 46,389
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7740
1.618 0.7673
1.000 0.7632
0.618 0.7606
HIGH 0.7565
0.618 0.7539
0.500 0.7532
0.382 0.7524
LOW 0.7498
0.618 0.7457
1.000 0.7431
1.618 0.7390
2.618 0.7323
4.250 0.7213
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 0.7540 0.7527
PP 0.7536 0.7510
S1 0.7532 0.7493

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

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