CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 0.7518 0.7465 -0.0053 -0.7% 0.7561
High 0.7542 0.7474 -0.0068 -0.9% 0.7589
Low 0.7439 0.7424 -0.0015 -0.2% 0.7473
Close 0.7450 0.7454 0.0004 0.1% 0.7520
Range 0.0103 0.0050 -0.0053 -51.5% 0.0116
ATR 0.0055 0.0055 0.0000 -0.7% 0.0000
Volume 347 89 -258 -74.4% 977
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7577 0.7482
R3 0.7551 0.7527 0.7468
R2 0.7501 0.7501 0.7463
R1 0.7477 0.7477 0.7459 0.7464
PP 0.7451 0.7451 0.7451 0.7444
S1 0.7427 0.7427 0.7449 0.7414
S2 0.7401 0.7401 0.7445
S3 0.7351 0.7377 0.7440
S4 0.7301 0.7327 0.7427
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 0.7424 0.0142 1.9% 0.0054 0.7% 21% False True 126
10 0.7589 0.7424 0.0165 2.2% 0.0054 0.7% 18% False True 168
20 0.7656 0.7424 0.0232 3.1% 0.0049 0.7% 13% False True 138
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7605
1.618 0.7555
1.000 0.7524
0.618 0.7505
HIGH 0.7474
0.618 0.7455
0.500 0.7449
0.382 0.7443
LOW 0.7424
0.618 0.7393
1.000 0.7374
1.618 0.7343
2.618 0.7293
4.250 0.7212
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 0.7452 0.7488
PP 0.7451 0.7477
S1 0.7449 0.7465

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

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