CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	0.7982	0.7997	0.0015	0.2%	0.7909
High	0.8000	0.8038	0.0038	0.5%	0.8061
Low	0.7951	0.7956	0.0005	0.1%	0.7873
Close	0.7994	0.7965	-0.0029	-0.4%	0.7989
Range	0.0049	0.0082	0.0033	67.3%	0.0188
ATR	0.0071	0.0072	0.0001	1.1%	0.0000
Volume	76,319	123,116	46,797	61.3%	517,270

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8232	0.8181	0.8010
R3	0.8150	0.8099	0.7988
R2	0.8068	0.8068	0.7980
R1	0.8017	0.8017	0.7973	0.8002
PP	0.7986	0.7986	0.7986	0.7979
S1	0.7935	0.7935	0.7957	0.7920
S2	0.7904	0.7904	0.7950
S3	0.7822	0.7853	0.7942
S4	0.7740	0.7771	0.7920

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8538	0.8452	0.8092
R3	0.8350	0.8264	0.8041
R2	0.8162	0.8162	0.8023
R1	0.8076	0.8076	0.8006	0.8119
PP	0.7974	0.7974	0.7974	0.7996
S1	0.7888	0.7888	0.7972	0.7931
S2	0.7786	0.7786	0.7955
S3	0.7598	0.7700	0.7937
S4	0.7410	0.7512	0.7886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8061	0.7873	0.0188	2.4%	0.0089	1.1%	49%	False	False	111,332
10	0.8061	0.7870	0.0191	2.4%	0.0080	1.0%	50%	False	False	105,879
20	0.8061	0.7562	0.0499	6.3%	0.0075	0.9%	81%	False	False	99,099
40	0.8061	0.7447	0.0614	7.7%	0.0062	0.8%	84%	False	False	75,904
60	0.8061	0.7315	0.0746	9.4%	0.0060	0.8%	87%	False	False	50,841
80	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	87%	False	False	38,192
100	0.8061	0.7315	0.0746	9.4%	0.0057	0.7%	87%	False	False	30,574

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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8387
2.618	0.8253
1.618	0.8171
1.000	0.8120
0.618	0.8089
HIGH	0.8038
0.618	0.8007
0.500	0.7997
0.382	0.7987
LOW	0.7956
0.618	0.7905
1.000	0.7874
1.618	0.7823
2.618	0.7741
4.250	0.7608

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	0.7997	0.7985
PP	0.7986	0.7978
S1	0.7976	0.7972

Download as Excel Spreadsheet

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

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