CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 0.7612 0.7580 -0.0032 -0.4% 0.7612
High 0.7616 0.7591 -0.0025 -0.3% 0.7656
Low 0.7571 0.7525 -0.0046 -0.6% 0.7568
Close 0.7578 0.7538 -0.0040 -0.5% 0.7625
Range 0.0045 0.0066 0.0021 46.7% 0.0088
ATR 0.0052 0.0053 0.0001 2.0% 0.0000
Volume 271 58 -213 -78.6% 464
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7749 0.7710 0.7574
R3 0.7683 0.7644 0.7556
R2 0.7617 0.7617 0.7550
R1 0.7578 0.7578 0.7544 0.7565
PP 0.7551 0.7551 0.7551 0.7545
S1 0.7512 0.7512 0.7532 0.7499
S2 0.7485 0.7485 0.7526
S3 0.7419 0.7446 0.7520
S4 0.7353 0.7380 0.7502
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 0.7525 0.0131 1.7% 0.0045 0.6% 10% False True 134
10 0.7661 0.7525 0.0136 1.8% 0.0045 0.6% 10% False True 94
20 0.7725 0.7467 0.0258 3.4% 0.0053 0.7% 28% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7764
1.618 0.7698
1.000 0.7657
0.618 0.7632
HIGH 0.7591
0.618 0.7566
0.500 0.7558
0.382 0.7550
LOW 0.7525
0.618 0.7484
1.000 0.7459
1.618 0.7418
2.618 0.7352
4.250 0.7245
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 0.7558 0.7582
PP 0.7551 0.7567
S1 0.7545 0.7553

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

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