CME Australian Dollar Future December 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 0.7595 0.7580 -0.0015 -0.2% 0.7530
High 0.7610 0.7609 -0.0001 0.0% 0.7620
Low 0.7556 0.7563 0.0007 0.1% 0.7508
Close 0.7564 0.7607 0.0043 0.6% 0.7607
Range 0.0054 0.0046 -0.0008 -14.8% 0.0112
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 191 16 -175 -91.6% 654
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7731 0.7715 0.7632
R3 0.7685 0.7669 0.7620
R2 0.7639 0.7639 0.7615
R1 0.7623 0.7623 0.7611 0.7631
PP 0.7593 0.7593 0.7593 0.7597
S1 0.7577 0.7577 0.7603 0.7585
S2 0.7547 0.7547 0.7599
S3 0.7501 0.7531 0.7594
S4 0.7455 0.7485 0.7582
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7914 0.7873 0.7669
R3 0.7802 0.7761 0.7638
R2 0.7690 0.7690 0.7628
R1 0.7649 0.7649 0.7617 0.7670
PP 0.7578 0.7578 0.7578 0.7589
S1 0.7537 0.7537 0.7597 0.7558
S2 0.7466 0.7466 0.7586
S3 0.7354 0.7425 0.7576
S4 0.7242 0.7313 0.7545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7508 0.0112 1.5% 0.0053 0.7% 88% False False 130
10 0.7620 0.7408 0.0212 2.8% 0.0048 0.6% 94% False False 119
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7805
2.618 0.7729
1.618 0.7683
1.000 0.7655
0.618 0.7637
HIGH 0.7609
0.618 0.7591
0.500 0.7586
0.382 0.7581
LOW 0.7563
0.618 0.7535
1.000 0.7517
1.618 0.7489
2.618 0.7443
4.250 0.7367
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 0.7600 0.7594
PP 0.7593 0.7582
S1 0.7586 0.7569

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

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