CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 10-Apr-2017
Day Change Summary
Previous Current
07-Apr-2017 10-Apr-2017 Change Change % Previous Week
Open 0.7523 0.7485 -0.0038 -0.5% 0.7612
High 0.7523 0.7488 -0.0035 -0.5% 0.7616
Low 0.7475 0.7457 -0.0018 -0.2% 0.7475
Close 0.7475 0.7481 0.0006 0.1% 0.7475
Range 0.0048 0.0031 -0.0017 -35.4% 0.0141
ATR 0.0051 0.0049 -0.0001 -2.8% 0.0000
Volume 94 150 56 59.6% 569
Daily Pivots for day following 10-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7568 0.7556 0.7498
R3 0.7537 0.7525 0.7490
R2 0.7506 0.7506 0.7487
R1 0.7494 0.7494 0.7484 0.7485
PP 0.7475 0.7475 0.7475 0.7471
S1 0.7463 0.7463 0.7478 0.7454
S2 0.7444 0.7444 0.7475
S3 0.7413 0.7432 0.7472
S4 0.7382 0.7401 0.7464
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7945 0.7851 0.7553
R3 0.7804 0.7710 0.7514
R2 0.7663 0.7663 0.7501
R1 0.7569 0.7569 0.7488 0.7546
PP 0.7522 0.7522 0.7522 0.7510
S1 0.7428 0.7428 0.7462 0.7405
S2 0.7381 0.7381 0.7449
S3 0.7240 0.7287 0.7436
S4 0.7099 0.7146 0.7397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7591 0.7457 0.0134 1.8% 0.0043 0.6% 18% False True 89
10 0.7656 0.7457 0.0199 2.7% 0.0044 0.6% 12% False True 113
20 0.7725 0.7457 0.0268 3.6% 0.0050 0.7% 9% False True 117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7569
1.618 0.7538
1.000 0.7519
0.618 0.7507
HIGH 0.7488
0.618 0.7476
0.500 0.7473
0.382 0.7469
LOW 0.7457
0.618 0.7438
1.000 0.7426
1.618 0.7407
2.618 0.7376
4.250 0.7325
Fisher Pivots for day following 10-Apr-2017
Pivot 1 day 3 day
R1 0.7478 0.7506
PP 0.7475 0.7497
S1 0.7473 0.7489

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

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