CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 0.7378 0.7339 -0.0039 -0.5% 0.7470
High 0.7382 0.7378 -0.0004 -0.1% 0.7538
Low 0.7315 0.7325 0.0010 0.1% 0.7354
Close 0.7322 0.7349 0.0027 0.4% 0.7399
Range 0.0067 0.0053 -0.0014 -20.9% 0.0184
ATR 0.0057 0.0057 0.0000 -0.2% 0.0000
Volume 826 703 -123 -14.9% 2,653
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 0.7510 0.7482 0.7378
R3 0.7457 0.7429 0.7364
R2 0.7404 0.7404 0.7359
R1 0.7376 0.7376 0.7354 0.7390
PP 0.7351 0.7351 0.7351 0.7358
S1 0.7323 0.7323 0.7344 0.7337
S2 0.7298 0.7298 0.7339
S3 0.7245 0.7270 0.7334
S4 0.7192 0.7217 0.7320
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7982 0.7875 0.7500
R3 0.7798 0.7691 0.7450
R2 0.7614 0.7614 0.7433
R1 0.7507 0.7507 0.7416 0.7469
PP 0.7430 0.7430 0.7430 0.7411
S1 0.7323 0.7323 0.7382 0.7285
S2 0.7246 0.7246 0.7365
S3 0.7062 0.7139 0.7348
S4 0.6878 0.6955 0.7298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7315 0.0098 1.3% 0.0053 0.7% 35% False False 473
10 0.7538 0.7315 0.0223 3.0% 0.0059 0.8% 15% False False 449
20 0.7589 0.7315 0.0274 3.7% 0.0057 0.8% 12% False False 310
40 0.7725 0.7315 0.0410 5.6% 0.0054 0.7% 8% False False 203
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7603
2.618 0.7517
1.618 0.7464
1.000 0.7431
0.618 0.7411
HIGH 0.7378
0.618 0.7358
0.500 0.7352
0.382 0.7345
LOW 0.7325
0.618 0.7292
1.000 0.7272
1.618 0.7239
2.618 0.7186
4.250 0.7100
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 0.7352 0.7362
PP 0.7351 0.7357
S1 0.7350 0.7353

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

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