CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 0.7670 0.7644 -0.0026 -0.3% 0.7550
High 0.7690 0.7692 0.0002 0.0% 0.7693
Low 0.7641 0.7641 0.0000 0.0% 0.7514
Close 0.7644 0.7684 0.0040 0.5% 0.7684
Range 0.0049 0.0051 0.0002 4.1% 0.0179
ATR
Volume 22 9 -13 -59.1% 635
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7825 0.7806 0.7712
R3 0.7774 0.7755 0.7698
R2 0.7723 0.7723 0.7693
R1 0.7704 0.7704 0.7689 0.7714
PP 0.7672 0.7672 0.7672 0.7677
S1 0.7653 0.7653 0.7679 0.7663
S2 0.7621 0.7621 0.7675
S3 0.7570 0.7602 0.7670
S4 0.7519 0.7551 0.7656
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8167 0.8105 0.7782
R3 0.7988 0.7926 0.7733
R2 0.7809 0.7809 0.7717
R1 0.7747 0.7747 0.7700 0.7778
PP 0.7630 0.7630 0.7630 0.7646
S1 0.7568 0.7568 0.7668 0.7599
S2 0.7451 0.7451 0.7651
S3 0.7272 0.7389 0.7635
S4 0.7093 0.7210 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7514 0.0179 2.3% 0.0069 0.9% 95% False False 127
10 0.7693 0.7467 0.0226 2.9% 0.0057 0.7% 96% False False 126
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7826
1.618 0.7775
1.000 0.7743
0.618 0.7724
HIGH 0.7692
0.618 0.7673
0.500 0.7667
0.382 0.7660
LOW 0.7641
0.618 0.7609
1.000 0.7590
1.618 0.7558
2.618 0.7507
4.250 0.7424
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 0.7678 0.7660
PP 0.7672 0.7637
S1 0.7667 0.7613

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

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