CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 0.7563 0.7530 -0.0033 -0.4% 0.7530
High 0.7563 0.7543 -0.0020 -0.3% 0.7620
Low 0.7527 0.7519 -0.0008 -0.1% 0.7508
Close 0.7540 0.7527 -0.0013 -0.2% 0.7607
Range 0.0036 0.0024 -0.0012 -33.3% 0.0112
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 18 586 568 3,155.6% 654
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7602 0.7588 0.7540
R3 0.7578 0.7564 0.7534
R2 0.7554 0.7554 0.7531
R1 0.7540 0.7540 0.7529 0.7535
PP 0.7530 0.7530 0.7530 0.7527
S1 0.7516 0.7516 0.7525 0.7511
S2 0.7506 0.7506 0.7523
S3 0.7482 0.7492 0.7520
S4 0.7458 0.7468 0.7514
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 0.7519 0.0105 1.4% 0.0041 0.5% 8% False True 134
10 0.7624 0.7495 0.0129 1.7% 0.0045 0.6% 25% False False 133
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7606
1.618 0.7582
1.000 0.7567
0.618 0.7558
HIGH 0.7543
0.618 0.7534
0.500 0.7531
0.382 0.7528
LOW 0.7519
0.618 0.7504
1.000 0.7495
1.618 0.7480
2.618 0.7456
4.250 0.7417
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 0.7531 0.7561
PP 0.7530 0.7550
S1 0.7528 0.7538

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

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