CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 0.7385 0.7410 0.0025 0.3% 0.7403
High 0.7430 0.7423 -0.0007 -0.1% 0.7408
Low 0.7372 0.7381 0.0009 0.1% 0.7315
Close 0.7400 0.7413 0.0013 0.2% 0.7378
Range 0.0058 0.0042 -0.0016 -27.6% 0.0093
ATR 0.0056 0.0055 -0.0001 -1.8% 0.0000
Volume 732 206 -526 -71.9% 2,259
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 0.7532 0.7514 0.7436
R3 0.7490 0.7472 0.7425
R2 0.7448 0.7448 0.7421
R1 0.7430 0.7430 0.7417 0.7439
PP 0.7406 0.7406 0.7406 0.7410
S1 0.7388 0.7388 0.7409 0.7397
S2 0.7364 0.7364 0.7405
S3 0.7322 0.7346 0.7401
S4 0.7280 0.7304 0.7390
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7646 0.7605 0.7429
R3 0.7553 0.7512 0.7404
R2 0.7460 0.7460 0.7395
R1 0.7419 0.7419 0.7387 0.7393
PP 0.7367 0.7367 0.7367 0.7354
S1 0.7326 0.7326 0.7369 0.7300
S2 0.7274 0.7274 0.7361
S3 0.7181 0.7233 0.7352
S4 0.7088 0.7140 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7325 0.0105 1.4% 0.0049 0.7% 84% False False 454
10 0.7528 0.7315 0.0213 2.9% 0.0058 0.8% 46% False False 483
20 0.7566 0.7315 0.0251 3.4% 0.0056 0.8% 39% False False 361
40 0.7725 0.7315 0.0410 5.5% 0.0051 0.7% 24% False False 237
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7533
1.618 0.7491
1.000 0.7465
0.618 0.7449
HIGH 0.7423
0.618 0.7407
0.500 0.7402
0.382 0.7397
LOW 0.7381
0.618 0.7355
1.000 0.7339
1.618 0.7313
2.618 0.7271
4.250 0.7203
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 0.7409 0.7406
PP 0.7406 0.7399
S1 0.7402 0.7393

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

View Archives - Comment on this page... - Back to Index of Symbols