CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 0.7580 0.7557 -0.0023 -0.3% 0.7612
High 0.7591 0.7564 -0.0027 -0.4% 0.7656
Low 0.7525 0.7540 0.0015 0.2% 0.7568
Close 0.7538 0.7561 0.0023 0.3% 0.7625
Range 0.0066 0.0024 -0.0042 -63.6% 0.0088
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 58 31 -27 -46.6% 464
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7627 0.7618 0.7574
R3 0.7603 0.7594 0.7568
R2 0.7579 0.7579 0.7565
R1 0.7570 0.7570 0.7563 0.7575
PP 0.7555 0.7555 0.7555 0.7557
S1 0.7546 0.7546 0.7559 0.7551
S2 0.7531 0.7531 0.7557
S3 0.7507 0.7522 0.7554
S4 0.7483 0.7498 0.7548
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% 0.0042 0.6% 27% False False 112
10 0.7656 0.7525 0.0131 1.7% 0.0043 0.6% 27% False False 87
20 0.7725 0.7467 0.0258 3.4% 0.0051 0.7% 36% False False 130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7666
2.618 0.7627
1.618 0.7603
1.000 0.7588
0.618 0.7579
HIGH 0.7564
0.618 0.7555
0.500 0.7552
0.382 0.7549
LOW 0.7540
0.618 0.7525
1.000 0.7516
1.618 0.7501
2.618 0.7477
4.250 0.7438
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 0.7558 0.7571
PP 0.7555 0.7567
S1 0.7552 0.7564

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

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