CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 0.7516 0.7480 -0.0036 -0.5% 0.7485
High 0.7541 0.7528 -0.0013 -0.2% 0.7574
Low 0.7473 0.7476 0.0003 0.0% 0.7456
Close 0.7479 0.7510 0.0031 0.4% 0.7564
Range 0.0068 0.0052 -0.0016 -23.5% 0.0118
ATR 0.0054 0.0054 0.0000 -0.3% 0.0000
Volume 375 250 -125 -33.3% 429
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7661 0.7637 0.7539
R3 0.7609 0.7585 0.7524
R2 0.7557 0.7557 0.7520
R1 0.7533 0.7533 0.7515 0.7545
PP 0.7505 0.7505 0.7505 0.7511
S1 0.7481 0.7481 0.7505 0.7493
S2 0.7453 0.7453 0.7500
S3 0.7401 0.7429 0.7496
S4 0.7349 0.7377 0.7481
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 0.7473 0.0116 1.5% 0.0054 0.7% 32% False False 210
10 0.7589 0.7456 0.0133 1.8% 0.0049 0.7% 41% False False 157
20 0.7656 0.7456 0.0200 2.7% 0.0046 0.6% 27% False False 122
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7749
2.618 0.7664
1.618 0.7612
1.000 0.7580
0.618 0.7560
HIGH 0.7528
0.618 0.7508
0.500 0.7502
0.382 0.7496
LOW 0.7476
0.618 0.7444
1.000 0.7424
1.618 0.7392
2.618 0.7340
4.250 0.7255
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 0.7507 0.7524
PP 0.7505 0.7519
S1 0.7502 0.7515

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

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