CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 0.7364 0.7423 0.0059 0.8% 0.7431
High 0.7437 0.7487 0.0050 0.7% 0.7463
Low 0.7362 0.7413 0.0051 0.7% 0.7362
Close 0.7425 0.7478 0.0053 0.7% 0.7425
Range 0.0075 0.0074 -0.0001 -1.3% 0.0101
ATR 0.0057 0.0059 0.0001 2.1% 0.0000
Volume 1,144 1,940 796 69.6% 3,943
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7681 0.7654 0.7519
R3 0.7607 0.7580 0.7498
R2 0.7533 0.7533 0.7492
R1 0.7506 0.7506 0.7485 0.7520
PP 0.7459 0.7459 0.7459 0.7466
S1 0.7432 0.7432 0.7471 0.7446
S2 0.7385 0.7385 0.7464
S3 0.7311 0.7358 0.7458
S4 0.7237 0.7284 0.7437
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7720 0.7673 0.7481
R3 0.7619 0.7572 0.7453
R2 0.7518 0.7518 0.7444
R1 0.7471 0.7471 0.7434 0.7444
PP 0.7417 0.7417 0.7417 0.7403
S1 0.7370 0.7370 0.7416 0.7343
S2 0.7316 0.7316 0.7406
S3 0.7215 0.7269 0.7397
S4 0.7114 0.7168 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7487 0.7362 0.0125 1.7% 0.0066 0.9% 93% True False 1,176
10 0.7503 0.7362 0.0141 1.9% 0.0060 0.8% 82% False False 930
20 0.7503 0.7315 0.0188 2.5% 0.0056 0.8% 87% False False 715
40 0.7589 0.7315 0.0274 3.7% 0.0055 0.7% 59% False False 479
60 0.7725 0.7315 0.0410 5.5% 0.0054 0.7% 40% False False 354
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7681
1.618 0.7607
1.000 0.7561
0.618 0.7533
HIGH 0.7487
0.618 0.7459
0.500 0.7450
0.382 0.7441
LOW 0.7413
0.618 0.7367
1.000 0.7339
1.618 0.7293
2.618 0.7219
4.250 0.7099
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 0.7469 0.7460
PP 0.7459 0.7442
S1 0.7450 0.7425

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

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