CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 03-Apr-2017
Day Change Summary
Previous Current
31-Mar-2017 03-Apr-2017 Change Change % Previous Week
Open 0.7627 0.7612 -0.0015 -0.2% 0.7612
High 0.7639 0.7616 -0.0023 -0.3% 0.7656
Low 0.7601 0.7571 -0.0030 -0.4% 0.7568
Close 0.7625 0.7578 -0.0047 -0.6% 0.7625
Range 0.0038 0.0045 0.0007 18.4% 0.0088
ATR 0.0052 0.0052 0.0000 0.3% 0.0000
Volume 69 271 202 292.8% 464
Daily Pivots for day following 03-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7723 0.7696 0.7603
R3 0.7678 0.7651 0.7590
R2 0.7633 0.7633 0.7586
R1 0.7606 0.7606 0.7582 0.7597
PP 0.7588 0.7588 0.7588 0.7584
S1 0.7561 0.7561 0.7574 0.7552
S2 0.7543 0.7543 0.7570
S3 0.7498 0.7516 0.7566
S4 0.7453 0.7471 0.7553
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7841 0.7673
R3 0.7792 0.7753 0.7649
R2 0.7704 0.7704 0.7641
R1 0.7665 0.7665 0.7633 0.7685
PP 0.7616 0.7616 0.7616 0.7626
S1 0.7577 0.7577 0.7617 0.7597
S2 0.7528 0.7528 0.7609
S3 0.7440 0.7489 0.7601
S4 0.7352 0.7401 0.7577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7656 0.7568 0.0088 1.2% 0.0045 0.6% 11% False False 137
10 0.7725 0.7568 0.0157 2.1% 0.0045 0.6% 6% False False 123
20 0.7725 0.7467 0.0258 3.4% 0.0052 0.7% 43% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7734
1.618 0.7689
1.000 0.7661
0.618 0.7644
HIGH 0.7616
0.618 0.7599
0.500 0.7594
0.382 0.7588
LOW 0.7571
0.618 0.7543
1.000 0.7526
1.618 0.7498
2.618 0.7453
4.250 0.7380
Fisher Pivots for day following 03-Apr-2017
Pivot 1 day 3 day
R1 0.7594 0.7614
PP 0.7588 0.7602
S1 0.7583 0.7590

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

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