CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 0.7590 0.7572 -0.0018 -0.2% 0.7523
High 0.7614 0.7573 -0.0041 -0.5% 0.7625
Low 0.7562 0.7535 -0.0027 -0.4% 0.7512
Close 0.7573 0.7549 -0.0024 -0.3% 0.7616
Range 0.0052 0.0038 -0.0014 -26.9% 0.0113
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 71,060 66,032 -5,028 -7.1% 235,374
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7666 0.7646 0.7570
R3 0.7628 0.7608 0.7559
R2 0.7590 0.7590 0.7556
R1 0.7570 0.7570 0.7552 0.7561
PP 0.7552 0.7552 0.7552 0.7548
S1 0.7532 0.7532 0.7546 0.7523
S2 0.7514 0.7514 0.7542
S3 0.7476 0.7494 0.7539
S4 0.7438 0.7456 0.7528
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7923 0.7883 0.7678
R3 0.7810 0.7770 0.7647
R2 0.7697 0.7697 0.7637
R1 0.7657 0.7657 0.7626 0.7677
PP 0.7584 0.7584 0.7584 0.7595
S1 0.7544 0.7544 0.7606 0.7564
S2 0.7471 0.7471 0.7595
S3 0.7358 0.7431 0.7585
S4 0.7245 0.7318 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7535 0.0087 1.2% 0.0050 0.7% 16% False True 67,926
10 0.7625 0.7509 0.0116 1.5% 0.0047 0.6% 34% False False 44,587
20 0.7625 0.7362 0.0263 3.5% 0.0055 0.7% 71% False False 23,195
40 0.7625 0.7315 0.0310 4.1% 0.0056 0.7% 75% False False 11,831
60 0.7656 0.7315 0.0341 4.5% 0.0053 0.7% 69% False False 7,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7672
1.618 0.7634
1.000 0.7611
0.618 0.7596
HIGH 0.7573
0.618 0.7558
0.500 0.7554
0.382 0.7550
LOW 0.7535
0.618 0.7512
1.000 0.7497
1.618 0.7474
2.618 0.7436
4.250 0.7374
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 0.7554 0.7578
PP 0.7552 0.7568
S1 0.7551 0.7559

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

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