CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 0.7465 0.7450 -0.0015 -0.2% 0.7544
High 0.7474 0.7473 -0.0001 0.0% 0.7566
Low 0.7424 0.7433 0.0009 0.1% 0.7424
Close 0.7454 0.7467 0.0013 0.2% 0.7467
Range 0.0050 0.0040 -0.0010 -20.0% 0.0142
ATR 0.0055 0.0054 -0.0001 -1.9% 0.0000
Volume 89 123 34 38.2% 717
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7578 0.7562 0.7489
R3 0.7538 0.7522 0.7478
R2 0.7498 0.7498 0.7474
R1 0.7482 0.7482 0.7471 0.7490
PP 0.7458 0.7458 0.7458 0.7462
S1 0.7442 0.7442 0.7463 0.7450
S2 0.7418 0.7418 0.7460
S3 0.7378 0.7402 0.7456
S4 0.7338 0.7362 0.7445
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7912 0.7831 0.7545
R3 0.7770 0.7689 0.7506
R2 0.7628 0.7628 0.7493
R1 0.7547 0.7547 0.7480 0.7517
PP 0.7486 0.7486 0.7486 0.7470
S1 0.7405 0.7405 0.7454 0.7375
S2 0.7344 0.7344 0.7441
S3 0.7202 0.7263 0.7428
S4 0.7060 0.7121 0.7389
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% 0.0057 0.8% 30% False False 143
10 0.7589 0.7424 0.0165 2.2% 0.0052 0.7% 26% False False 169
20 0.7639 0.7424 0.0215 2.9% 0.0049 0.7% 20% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7643
2.618 0.7578
1.618 0.7538
1.000 0.7513
0.618 0.7498
HIGH 0.7473
0.618 0.7458
0.500 0.7453
0.382 0.7448
LOW 0.7433
0.618 0.7408
1.000 0.7393
1.618 0.7368
2.618 0.7328
4.250 0.7263
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 0.7462 0.7483
PP 0.7458 0.7478
S1 0.7453 0.7472

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

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