CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 0.7585 0.7581 -0.0004 -0.1% 0.7533
High 0.7632 0.7630 -0.0002 0.0% 0.7636
Low 0.7568 0.7576 0.0008 0.1% 0.7521
Close 0.7582 0.7626 0.0044 0.6% 0.7626
Range 0.0064 0.0054 -0.0010 -15.6% 0.0115
ATR 0.0058 0.0057 0.0000 -0.5% 0.0000
Volume 105,263 22,009 -83,254 -79.1% 429,108
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7773 0.7753 0.7656
R3 0.7719 0.7699 0.7641
R2 0.7665 0.7665 0.7636
R1 0.7645 0.7645 0.7631 0.7655
PP 0.7611 0.7611 0.7611 0.7616
S1 0.7591 0.7591 0.7621 0.7601
S2 0.7557 0.7557 0.7616
S3 0.7503 0.7537 0.7611
S4 0.7449 0.7483 0.7596
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7939 0.7898 0.7689
R3 0.7824 0.7783 0.7658
R2 0.7709 0.7709 0.7647
R1 0.7668 0.7668 0.7637 0.7689
PP 0.7594 0.7594 0.7594 0.7605
S1 0.7553 0.7553 0.7615 0.7574
S2 0.7479 0.7479 0.7605
S3 0.7364 0.7438 0.7594
S4 0.7249 0.7323 0.7563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7521 0.0115 1.5% 0.0057 0.8% 91% False False 85,821
10 0.7636 0.7420 0.0216 2.8% 0.0055 0.7% 95% False False 88,213
20 0.7636 0.7370 0.0266 3.5% 0.0057 0.8% 96% False False 86,999
40 0.7636 0.7323 0.0313 4.1% 0.0058 0.8% 97% False False 88,915
60 0.7669 0.7323 0.0346 4.5% 0.0055 0.7% 88% False False 85,382
80 0.7737 0.7323 0.0414 5.4% 0.0057 0.8% 73% False False 76,603
100 0.7737 0.7323 0.0414 5.4% 0.0058 0.8% 73% False False 61,339
120 0.7737 0.7132 0.0605 7.9% 0.0059 0.8% 82% False False 51,134
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7771
1.618 0.7717
1.000 0.7684
0.618 0.7663
HIGH 0.7630
0.618 0.7609
0.500 0.7603
0.382 0.7597
LOW 0.7576
0.618 0.7543
1.000 0.7522
1.618 0.7489
2.618 0.7435
4.250 0.7347
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 0.7618 0.7612
PP 0.7611 0.7598
S1 0.7603 0.7584

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

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