CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 0.7675 0.7649 -0.0026 -0.3% 0.7559
High 0.7688 0.7676 -0.0012 -0.2% 0.7705
Low 0.7637 0.7562 -0.0075 -1.0% 0.7555
Close 0.7647 0.7588 -0.0059 -0.8% 0.7675
Range 0.0051 0.0114 0.0063 123.5% 0.0150
ATR 0.0051 0.0055 0.0005 8.9% 0.0000
Volume 63,046 136,793 73,747 117.0% 425,680
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7951 0.7883 0.7651
R3 0.7837 0.7769 0.7619
R2 0.7723 0.7723 0.7609
R1 0.7655 0.7655 0.7598 0.7632
PP 0.7609 0.7609 0.7609 0.7597
S1 0.7541 0.7541 0.7578 0.7518
S2 0.7495 0.7495 0.7567
S3 0.7381 0.7427 0.7557
S4 0.7267 0.7313 0.7525
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8095 0.8035 0.7758
R3 0.7945 0.7885 0.7716
R2 0.7795 0.7795 0.7703
R1 0.7735 0.7735 0.7689 0.7765
PP 0.7645 0.7645 0.7645 0.7660
S1 0.7585 0.7585 0.7661 0.7615
S2 0.7495 0.7495 0.7647
S3 0.7345 0.7435 0.7634
S4 0.7195 0.7285 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7705 0.7562 0.0143 1.9% 0.0066 0.9% 18% False True 100,916
10 0.7705 0.7526 0.0179 2.4% 0.0052 0.7% 35% False False 80,128
20 0.7705 0.7490 0.0215 2.8% 0.0051 0.7% 46% False False 59,268
40 0.7705 0.7315 0.0390 5.1% 0.0054 0.7% 70% False False 30,129
60 0.7705 0.7315 0.0390 5.1% 0.0054 0.7% 70% False False 20,167
80 0.7725 0.7315 0.0410 5.4% 0.0054 0.7% 67% False False 15,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.7974
1.618 0.7860
1.000 0.7790
0.618 0.7746
HIGH 0.7676
0.618 0.7632
0.500 0.7619
0.382 0.7606
LOW 0.7562
0.618 0.7492
1.000 0.7448
1.618 0.7378
2.618 0.7264
4.250 0.7078
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 0.7619 0.7634
PP 0.7609 0.7618
S1 0.7598 0.7603

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

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