CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 13-Apr-2017
Day Change Summary
Previous Current
12-Apr-2017 13-Apr-2017 Change Change % Previous Week
Open 0.7485 0.7520 0.0035 0.5% 0.7612
High 0.7514 0.7574 0.0060 0.8% 0.7616
Low 0.7456 0.7516 0.0060 0.8% 0.7475
Close 0.7458 0.7564 0.0106 1.4% 0.7475
Range 0.0058 0.0058 0.0000 0.0% 0.0141
ATR 0.0049 0.0054 0.0005 9.7% 0.0000
Volume 113 115 2 1.8% 569
Daily Pivots for day following 13-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7725 0.7703 0.7596
R3 0.7667 0.7645 0.7580
R2 0.7609 0.7609 0.7575
R1 0.7587 0.7587 0.7569 0.7598
PP 0.7551 0.7551 0.7551 0.7557
S1 0.7529 0.7529 0.7559 0.7540
S2 0.7493 0.7493 0.7553
S3 0.7435 0.7471 0.7548
S4 0.7377 0.7413 0.7532
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 0.7574 0.7456 0.0118 1.6% 0.0047 0.6% 92% True False 104
10 0.7639 0.7456 0.0183 2.4% 0.0045 0.6% 59% False False 106
20 0.7725 0.7456 0.0269 3.6% 0.0046 0.6% 40% False False 99
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7726
1.618 0.7668
1.000 0.7632
0.618 0.7610
HIGH 0.7574
0.618 0.7552
0.500 0.7545
0.382 0.7538
LOW 0.7516
0.618 0.7480
1.000 0.7458
1.618 0.7422
2.618 0.7364
4.250 0.7270
Fisher Pivots for day following 13-Apr-2017
Pivot 1 day 3 day
R1 0.7558 0.7548
PP 0.7551 0.7531
S1 0.7545 0.7515

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

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