CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 0.7540 0.7534 -0.0006 -0.1% 0.7431
High 0.7564 0.7636 0.0072 1.0% 0.7565
Low 0.7524 0.7532 0.0008 0.1% 0.7420
Close 0.7539 0.7591 0.0052 0.7% 0.7528
Range 0.0040 0.0104 0.0064 160.0% 0.0145
ATR 0.0054 0.0057 0.0004 6.7% 0.0000
Volume 84,032 158,562 74,530 88.7% 453,027
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7898 0.7849 0.7648
R3 0.7794 0.7745 0.7620
R2 0.7690 0.7690 0.7610
R1 0.7641 0.7641 0.7601 0.7665
PP 0.7586 0.7586 0.7586 0.7599
S1 0.7537 0.7537 0.7581 0.7562
S2 0.7482 0.7482 0.7572
S3 0.7378 0.7433 0.7562
S4 0.7274 0.7329 0.7534
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 0.7636 0.7519 0.0117 1.5% 0.0045 0.6% 62% True False 88,543
10 0.7636 0.7370 0.0266 3.5% 0.0059 0.8% 83% True False 97,387
20 0.7636 0.7370 0.0266 3.5% 0.0057 0.8% 83% True False 92,552
40 0.7636 0.7323 0.0313 4.1% 0.0058 0.8% 86% True False 89,841
60 0.7737 0.7323 0.0414 5.5% 0.0055 0.7% 65% False False 86,832
80 0.7737 0.7323 0.0414 5.5% 0.0057 0.8% 65% False False 75,028
100 0.7737 0.7323 0.0414 5.5% 0.0058 0.8% 65% False False 60,068
120 0.7737 0.7132 0.0605 8.0% 0.0059 0.8% 76% False False 50,073
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 0.0011
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8078
2.618 0.7908
1.618 0.7804
1.000 0.7740
0.618 0.7700
HIGH 0.7636
0.618 0.7596
0.500 0.7584
0.382 0.7572
LOW 0.7532
0.618 0.7468
1.000 0.7428
1.618 0.7364
2.618 0.7260
4.250 0.7090
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 0.7589 0.7587
PP 0.7586 0.7583
S1 0.7584 0.7579

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

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