CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 0.7561 0.7561 0.0000 0.0% 0.7485
High 0.7589 0.7575 -0.0014 -0.2% 0.7574
Low 0.7554 0.7516 -0.0038 -0.5% 0.7456
Close 0.7568 0.7538 -0.0030 -0.4% 0.7564
Range 0.0035 0.0059 0.0024 68.6% 0.0118
ATR 0.0053 0.0053 0.0000 0.9% 0.0000
Volume 87 227 140 160.9% 429
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7720 0.7688 0.7570
R3 0.7661 0.7629 0.7554
R2 0.7602 0.7602 0.7549
R1 0.7570 0.7570 0.7543 0.7557
PP 0.7543 0.7543 0.7543 0.7536
S1 0.7511 0.7511 0.7533 0.7497
S2 0.7484 0.7484 0.7527
S3 0.7425 0.7452 0.7522
S4 0.7366 0.7393 0.7506
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% 0.0050 0.7% 62% False False 118
10 0.7591 0.7456 0.0135 1.8% 0.0046 0.6% 61% False False 104
20 0.7725 0.7456 0.0269 3.6% 0.0046 0.6% 30% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7729
1.618 0.7670
1.000 0.7634
0.618 0.7611
HIGH 0.7575
0.618 0.7552
0.500 0.7546
0.382 0.7539
LOW 0.7516
0.618 0.7480
1.000 0.7457
1.618 0.7421
2.618 0.7362
4.250 0.7265
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 0.7546 0.7553
PP 0.7543 0.7548
S1 0.7541 0.7543

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

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