CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-Apr-2017
Day Change Summary
Previous Current
18-Apr-2017 19-Apr-2017 Change Change % Previous Week
Open 0.7561 0.7516 -0.0045 -0.6% 0.7485
High 0.7575 0.7541 -0.0034 -0.4% 0.7574
Low 0.7516 0.7473 -0.0043 -0.6% 0.7456
Close 0.7538 0.7479 -0.0059 -0.8% 0.7564
Range 0.0059 0.0068 0.0009 15.3% 0.0118
ATR 0.0053 0.0054 0.0001 2.0% 0.0000
Volume 227 375 148 65.2% 429
Daily Pivots for day following 19-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7702 0.7658 0.7516
R3 0.7634 0.7590 0.7498
R2 0.7566 0.7566 0.7491
R1 0.7522 0.7522 0.7485 0.7510
PP 0.7498 0.7498 0.7498 0.7492
S1 0.7454 0.7454 0.7473 0.7442
S2 0.7430 0.7430 0.7467
S3 0.7362 0.7386 0.7460
S4 0.7294 0.7318 0.7442
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% 0.0056 0.7% 17% False False 183
10 0.7589 0.7456 0.0133 1.8% 0.0047 0.6% 17% False False 135
20 0.7661 0.7456 0.0205 2.7% 0.0046 0.6% 11% False False 115
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 0.0010
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7719
1.618 0.7651
1.000 0.7609
0.618 0.7583
HIGH 0.7541
0.618 0.7515
0.500 0.7507
0.382 0.7499
LOW 0.7473
0.618 0.7431
1.000 0.7405
1.618 0.7363
2.618 0.7295
4.250 0.7184
Fisher Pivots for day following 19-Apr-2017
Pivot 1 day 3 day
R1 0.7507 0.7531
PP 0.7498 0.7514
S1 0.7488 0.7496

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

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