CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 0.7520 0.7561 0.0041 0.5% 0.7485
High 0.7574 0.7589 0.0015 0.2% 0.7574
Low 0.7516 0.7554 0.0038 0.5% 0.7456
Close 0.7564 0.7568 0.0004 0.1% 0.7564
Range 0.0058 0.0035 -0.0023 -39.7% 0.0118
ATR 0.0054 0.0053 -0.0001 -2.5% 0.0000
Volume 115 87 -28 -24.3% 429
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7675 0.7657 0.7587
R3 0.7640 0.7622 0.7578
R2 0.7605 0.7605 0.7574
R1 0.7587 0.7587 0.7571 0.7596
PP 0.7570 0.7570 0.7570 0.7575
S1 0.7552 0.7552 0.7565 0.7561
S2 0.7535 0.7535 0.7562
S3 0.7500 0.7517 0.7558
S4 0.7465 0.7482 0.7549
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7885 0.7843 0.7629
R3 0.7767 0.7725 0.7596
R2 0.7649 0.7649 0.7586
R1 0.7607 0.7607 0.7575 0.7628
PP 0.7531 0.7531 0.7531 0.7542
S1 0.7489 0.7489 0.7553 0.7510
S2 0.7413 0.7413 0.7542
S3 0.7295 0.7371 0.7532
S4 0.7177 0.7253 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7589 0.7456 0.0133 1.8% 0.0044 0.6% 84% True False 103
10 0.7616 0.7456 0.0160 2.1% 0.0045 0.6% 70% False False 108
20 0.7725 0.7456 0.0269 3.6% 0.0045 0.6% 42% False False 103
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7738
2.618 0.7681
1.618 0.7646
1.000 0.7624
0.618 0.7611
HIGH 0.7589
0.618 0.7576
0.500 0.7572
0.382 0.7567
LOW 0.7554
0.618 0.7532
1.000 0.7519
1.618 0.7497
2.618 0.7462
4.250 0.7405
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 0.7572 0.7553
PP 0.7570 0.7538
S1 0.7569 0.7523

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

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