CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.7516 0.7530 0.0014 0.2% 0.7439
High 0.7522 0.7530 0.0008 0.1% 0.7550
Low 0.7495 0.7508 0.0013 0.2% 0.7408
Close 0.7511 0.7522 0.0011 0.1% 0.7511
Range 0.0027 0.0022 -0.0005 -18.5% 0.0142
ATR
Volume 22 21 -1 -4.5% 539
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7586 0.7576 0.7534
R3 0.7564 0.7554 0.7528
R2 0.7542 0.7542 0.7526
R1 0.7532 0.7532 0.7524 0.7526
PP 0.7520 0.7520 0.7520 0.7517
S1 0.7510 0.7510 0.7520 0.7504
S2 0.7498 0.7498 0.7518
S3 0.7476 0.7488 0.7516
S4 0.7454 0.7466 0.7510
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7916 0.7855 0.7589
R3 0.7774 0.7713 0.7550
R2 0.7632 0.7632 0.7537
R1 0.7571 0.7571 0.7524 0.7602
PP 0.7490 0.7490 0.7490 0.7505
S1 0.7429 0.7429 0.7498 0.7460
S2 0.7348 0.7348 0.7485
S3 0.7206 0.7287 0.7472
S4 0.7064 0.7145 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7550 0.7443 0.0107 1.4% 0.0034 0.4% 74% False False 79
10 0.7550 0.7357 0.0193 2.6% 0.0043 0.6% 85% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7588
1.618 0.7566
1.000 0.7552
0.618 0.7544
HIGH 0.7530
0.618 0.7522
0.500 0.7519
0.382 0.7516
LOW 0.7508
0.618 0.7494
1.000 0.7486
1.618 0.7472
2.618 0.7450
4.250 0.7415
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.7521 0.7519
PP 0.7520 0.7516
S1 0.7519 0.7514

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

View Archives - Comment on this page... - Back to Index of Symbols