CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 0.7600 0.7612 0.0012 0.2% 0.7691
High 0.7617 0.7625 0.0008 0.1% 0.7725
Low 0.7584 0.7587 0.0003 0.0% 0.7584
Close 0.7606 0.7601 -0.0005 -0.1% 0.7606
Range 0.0033 0.0038 0.0005 15.2% 0.0141
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 23 48 25 108.7% 527
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7718 0.7698 0.7622
R3 0.7680 0.7660 0.7611
R2 0.7642 0.7642 0.7608
R1 0.7622 0.7622 0.7604 0.7613
PP 0.7604 0.7604 0.7604 0.7600
S1 0.7584 0.7584 0.7598 0.7575
S2 0.7566 0.7566 0.7594
S3 0.7528 0.7546 0.7591
S4 0.7490 0.7508 0.7580
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8061 0.7975 0.7684
R3 0.7920 0.7834 0.7645
R2 0.7779 0.7779 0.7632
R1 0.7693 0.7693 0.7619 0.7666
PP 0.7638 0.7638 0.7638 0.7625
S1 0.7552 0.7552 0.7593 0.7525
S2 0.7497 0.7497 0.7580
S3 0.7356 0.7411 0.7567
S4 0.7215 0.7270 0.7528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7584 0.0141 1.9% 0.0045 0.6% 12% False False 110
10 0.7725 0.7518 0.0207 2.7% 0.0057 0.7% 40% False False 120
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7724
1.618 0.7686
1.000 0.7663
0.618 0.7648
HIGH 0.7625
0.618 0.7610
0.500 0.7606
0.382 0.7602
LOW 0.7587
0.618 0.7564
1.000 0.7549
1.618 0.7526
2.618 0.7488
4.250 0.7426
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 0.7606 0.7615
PP 0.7604 0.7610
S1 0.7603 0.7606

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

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