CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 0.7439 0.7456 0.0017 0.2% 0.7385
High 0.7475 0.7503 0.0028 0.4% 0.7454
Low 0.7422 0.7454 0.0032 0.4% 0.7372
Close 0.7462 0.7470 0.0008 0.1% 0.7443
Range 0.0053 0.0049 -0.0004 -7.5% 0.0082
ATR 0.0055 0.0055 0.0000 -0.8% 0.0000
Volume 437 711 274 62.7% 2,735
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 0.7623 0.7595 0.7497
R3 0.7574 0.7546 0.7483
R2 0.7525 0.7525 0.7479
R1 0.7497 0.7497 0.7474 0.7511
PP 0.7476 0.7476 0.7476 0.7483
S1 0.7448 0.7448 0.7466 0.7462
S2 0.7427 0.7427 0.7461
S3 0.7378 0.7399 0.7457
S4 0.7329 0.7350 0.7443
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7669 0.7638 0.7488
R3 0.7587 0.7556 0.7466
R2 0.7505 0.7505 0.7458
R1 0.7474 0.7474 0.7451 0.7490
PP 0.7423 0.7423 0.7423 0.7431
S1 0.7392 0.7392 0.7435 0.7408
S2 0.7341 0.7341 0.7428
S3 0.7259 0.7310 0.7420
S4 0.7177 0.7228 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7503 0.7375 0.0128 1.7% 0.0054 0.7% 74% True False 589
10 0.7503 0.7325 0.0178 2.4% 0.0052 0.7% 81% True False 521
20 0.7542 0.7315 0.0227 3.0% 0.0058 0.8% 68% False False 467
40 0.7656 0.7315 0.0341 4.6% 0.0052 0.7% 45% False False 297
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7631
1.618 0.7582
1.000 0.7552
0.618 0.7533
HIGH 0.7503
0.618 0.7484
0.500 0.7479
0.382 0.7473
LOW 0.7454
0.618 0.7424
1.000 0.7405
1.618 0.7375
2.618 0.7326
4.250 0.7246
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 0.7479 0.7463
PP 0.7476 0.7455
S1 0.7473 0.7448

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

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