CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 0.7533 0.7540 0.0007 0.1% 0.7431
High 0.7546 0.7564 0.0018 0.2% 0.7565
Low 0.7521 0.7524 0.0003 0.0% 0.7420
Close 0.7539 0.7539 0.0000 0.0% 0.7528
Range 0.0025 0.0040 0.0015 60.0% 0.0145
ATR 0.0055 0.0054 -0.0001 -1.9% 0.0000
Volume 59,242 84,032 24,790 41.8% 453,027
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7662 0.7641 0.7561
R3 0.7622 0.7601 0.7550
R2 0.7582 0.7582 0.7546
R1 0.7561 0.7561 0.7543 0.7552
PP 0.7542 0.7542 0.7542 0.7538
S1 0.7521 0.7521 0.7535 0.7512
S2 0.7502 0.7502 0.7532
S3 0.7462 0.7481 0.7528
S4 0.7422 0.7441 0.7517
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7939 0.7879 0.7608
R3 0.7794 0.7734 0.7568
R2 0.7649 0.7649 0.7555
R1 0.7589 0.7589 0.7541 0.7619
PP 0.7504 0.7504 0.7504 0.7520
S1 0.7444 0.7444 0.7515 0.7474
S2 0.7359 0.7359 0.7501
S3 0.7214 0.7299 0.7488
S4 0.7069 0.7154 0.7448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7565 0.7498 0.0067 0.9% 0.0037 0.5% 61% False False 80,792
10 0.7565 0.7370 0.0195 2.6% 0.0054 0.7% 87% False False 90,346
20 0.7565 0.7370 0.0195 2.6% 0.0054 0.7% 87% False False 88,545
40 0.7588 0.7323 0.0265 3.5% 0.0057 0.8% 82% False False 87,904
60 0.7737 0.7323 0.0414 5.5% 0.0054 0.7% 52% False False 85,401
80 0.7737 0.7323 0.0414 5.5% 0.0056 0.7% 52% False False 73,049
100 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 52% False False 58,485
120 0.7737 0.7132 0.0605 8.0% 0.0058 0.8% 67% False False 48,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7734
2.618 0.7669
1.618 0.7629
1.000 0.7604
0.618 0.7589
HIGH 0.7564
0.618 0.7549
0.500 0.7544
0.382 0.7539
LOW 0.7524
0.618 0.7499
1.000 0.7484
1.618 0.7459
2.618 0.7419
4.250 0.7354
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 0.7544 0.7542
PP 0.7542 0.7541
S1 0.7541 0.7540

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

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