CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 06-Apr-2017
Day Change Summary
Previous Current
05-Apr-2017 06-Apr-2017 Change Change % Previous Week
Open 0.7557 0.7550 -0.0007 -0.1% 0.7612
High 0.7564 0.7554 -0.0010 -0.1% 0.7656
Low 0.7540 0.7508 -0.0032 -0.4% 0.7568
Close 0.7561 0.7521 -0.0040 -0.5% 0.7625
Range 0.0024 0.0046 0.0022 91.7% 0.0088
ATR 0.0051 0.0051 0.0000 0.3% 0.0000
Volume 31 115 84 271.0% 464
Daily Pivots for day following 06-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7666 0.7639 0.7546
R3 0.7620 0.7593 0.7534
R2 0.7574 0.7574 0.7529
R1 0.7547 0.7547 0.7525 0.7538
PP 0.7528 0.7528 0.7528 0.7523
S1 0.7501 0.7501 0.7517 0.7491
S2 0.7482 0.7482 0.7513
S3 0.7436 0.7455 0.7508
S4 0.7390 0.7409 0.7496
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 0.7639 0.7508 0.0131 1.7% 0.0044 0.6% 10% False True 108
10 0.7656 0.7508 0.0148 2.0% 0.0043 0.6% 9% False True 96
20 0.7725 0.7477 0.0248 3.3% 0.0052 0.7% 18% False False 106
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7674
1.618 0.7628
1.000 0.7600
0.618 0.7582
HIGH 0.7554
0.618 0.7536
0.500 0.7531
0.382 0.7526
LOW 0.7508
0.618 0.7480
1.000 0.7462
1.618 0.7434
2.618 0.7388
4.250 0.7312
Fisher Pivots for day following 06-Apr-2017
Pivot 1 day 3 day
R1 0.7531 0.7550
PP 0.7528 0.7540
S1 0.7524 0.7531

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

View Archives - Comment on this page... - Back to Index of Symbols