CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 26-Apr-2017
Day Change Summary
Previous Current
25-Apr-2017 26-Apr-2017 Change Change % Previous Week
Open 0.7544 0.7518 -0.0026 -0.3% 0.7561
High 0.7552 0.7542 -0.0010 -0.1% 0.7589
Low 0.7505 0.7439 -0.0066 -0.9% 0.7473
Close 0.7519 0.7450 -0.0069 -0.9% 0.7520
Range 0.0047 0.0103 0.0056 119.1% 0.0116
ATR 0.0051 0.0055 0.0004 7.2% 0.0000
Volume 66 347 281 425.8% 977
Daily Pivots for day following 26-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7786 0.7721 0.7507
R3 0.7683 0.7618 0.7478
R2 0.7580 0.7580 0.7469
R1 0.7515 0.7515 0.7459 0.7496
PP 0.7477 0.7477 0.7477 0.7468
S1 0.7412 0.7412 0.7441 0.7393
S2 0.7374 0.7374 0.7431
S3 0.7271 0.7309 0.7422
S4 0.7168 0.7206 0.7393
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7875 0.7814 0.7584
R3 0.7759 0.7698 0.7552
R2 0.7643 0.7643 0.7541
R1 0.7582 0.7582 0.7531 0.7555
PP 0.7527 0.7527 0.7527 0.7514
S1 0.7466 0.7466 0.7509 0.7439
S2 0.7411 0.7411 0.7499
S3 0.7295 0.7350 0.7488
S4 0.7179 0.7234 0.7456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7566 0.7439 0.0127 1.7% 0.0055 0.7% 9% False True 158
10 0.7589 0.7439 0.0150 2.0% 0.0055 0.7% 7% False True 171
20 0.7656 0.7439 0.0217 2.9% 0.0048 0.6% 5% False True 141
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 0.0014
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7812
1.618 0.7709
1.000 0.7645
0.618 0.7606
HIGH 0.7542
0.618 0.7503
0.500 0.7491
0.382 0.7478
LOW 0.7439
0.618 0.7375
1.000 0.7336
1.618 0.7272
2.618 0.7169
4.250 0.7001
Fisher Pivots for day following 26-Apr-2017
Pivot 1 day 3 day
R1 0.7491 0.7503
PP 0.7477 0.7485
S1 0.7464 0.7468

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

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