CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 0.7691 0.7710 0.0019 0.2% 0.7550
High 0.7722 0.7725 0.0003 0.0% 0.7693
Low 0.7677 0.7661 -0.0016 -0.2% 0.7514
Close 0.7702 0.7678 -0.0024 -0.3% 0.7684
Range 0.0045 0.0064 0.0019 42.2% 0.0179
ATR
Volume 23 354 331 1,439.1% 635
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7843 0.7713
R3 0.7816 0.7779 0.7696
R2 0.7752 0.7752 0.7690
R1 0.7715 0.7715 0.7684 0.7702
PP 0.7688 0.7688 0.7688 0.7681
S1 0.7651 0.7651 0.7672 0.7638
S2 0.7624 0.7624 0.7666
S3 0.7560 0.7587 0.7660
S4 0.7496 0.7523 0.7643
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 0.7725 0.7533 0.0192 2.5% 0.0074 1.0% 76% True False 109
10 0.7725 0.7467 0.0258 3.4% 0.0061 0.8% 82% True False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7893
1.618 0.7829
1.000 0.7789
0.618 0.7765
HIGH 0.7725
0.618 0.7701
0.500 0.7693
0.382 0.7685
LOW 0.7661
0.618 0.7621
1.000 0.7597
1.618 0.7557
2.618 0.7493
4.250 0.7389
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 0.7693 0.7683
PP 0.7688 0.7681
S1 0.7683 0.7680

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

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