CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 0.7580 0.7609 0.0029 0.4% 0.7530
High 0.7609 0.7624 0.0015 0.2% 0.7620
Low 0.7563 0.7576 0.0013 0.2% 0.7508
Close 0.7607 0.7576 -0.0031 -0.4% 0.7607
Range 0.0046 0.0048 0.0002 4.3% 0.0112
ATR 0.0051 0.0051 0.0000 -0.4% 0.0000
Volume 16 30 14 87.5% 654
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7736 0.7704 0.7602
R3 0.7688 0.7656 0.7589
R2 0.7640 0.7640 0.7585
R1 0.7608 0.7608 0.7580 0.7600
PP 0.7592 0.7592 0.7592 0.7588
S1 0.7560 0.7560 0.7572 0.7552
S2 0.7544 0.7544 0.7567
S3 0.7496 0.7512 0.7563
S4 0.7448 0.7464 0.7550
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 0.7624 0.7509 0.0115 1.5% 0.0058 0.8% 58% True False 132
10 0.7624 0.7443 0.0181 2.4% 0.0046 0.6% 73% True False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7750
1.618 0.7702
1.000 0.7672
0.618 0.7654
HIGH 0.7624
0.618 0.7606
0.500 0.7600
0.382 0.7594
LOW 0.7576
0.618 0.7546
1.000 0.7528
1.618 0.7498
2.618 0.7450
4.250 0.7372
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 0.7600 0.7590
PP 0.7592 0.7585
S1 0.7584 0.7581

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

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