CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 0.7485 0.7490 0.0005 0.1% 0.7612
High 0.7488 0.7494 0.0006 0.1% 0.7616
Low 0.7457 0.7456 -0.0001 0.0% 0.7475
Close 0.7481 0.7476 -0.0005 -0.1% 0.7475
Range 0.0031 0.0038 0.0007 22.6% 0.0141
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 150 51 -99 -66.0% 569
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7589 0.7571 0.7497
R3 0.7551 0.7533 0.7486
R2 0.7513 0.7513 0.7483
R1 0.7495 0.7495 0.7479 0.7485
PP 0.7475 0.7475 0.7475 0.7471
S1 0.7457 0.7457 0.7473 0.7447
S2 0.7437 0.7437 0.7469
S3 0.7399 0.7419 0.7466
S4 0.7361 0.7381 0.7455
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 0.7564 0.7456 0.0108 1.4% 0.0037 0.5% 19% False True 88
10 0.7656 0.7456 0.0200 2.7% 0.0041 0.6% 10% False True 111
20 0.7725 0.7456 0.0269 3.6% 0.0050 0.7% 7% False True 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7593
1.618 0.7555
1.000 0.7532
0.618 0.7517
HIGH 0.7494
0.618 0.7479
0.500 0.7475
0.382 0.7471
LOW 0.7456
0.618 0.7433
1.000 0.7418
1.618 0.7395
2.618 0.7357
4.250 0.7294
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 0.7476 0.7490
PP 0.7475 0.7485
S1 0.7475 0.7481

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

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