CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 0.7710 0.7645 -0.0065 -0.8% 0.7550
High 0.7725 0.7661 -0.0064 -0.8% 0.7693
Low 0.7661 0.7617 -0.0044 -0.6% 0.7514
Close 0.7678 0.7654 -0.0024 -0.3% 0.7684
Range 0.0064 0.0044 -0.0020 -31.3% 0.0179
ATR 0.0000 0.0057 0.0057 0.0000
Volume 354 103 -251 -70.9% 635
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7776 0.7759 0.7678
R3 0.7732 0.7715 0.7666
R2 0.7688 0.7688 0.7662
R1 0.7671 0.7671 0.7658 0.7680
PP 0.7644 0.7644 0.7644 0.7648
S1 0.7627 0.7627 0.7650 0.7636
S2 0.7600 0.7600 0.7646
S3 0.7556 0.7583 0.7642
S4 0.7512 0.7539 0.7630
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 0.7617 0.0108 1.4% 0.0051 0.7% 34% False True 102
10 0.7725 0.7467 0.0258 3.4% 0.0059 0.8% 72% False False 173
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7776
1.618 0.7732
1.000 0.7705
0.618 0.7688
HIGH 0.7661
0.618 0.7644
0.500 0.7639
0.382 0.7634
LOW 0.7617
0.618 0.7590
1.000 0.7573
1.618 0.7546
2.618 0.7502
4.250 0.7430
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 0.7649 0.7671
PP 0.7644 0.7665
S1 0.7639 0.7660

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

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