CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 0.7649 0.7596 -0.0053 -0.7% 0.7559
High 0.7676 0.7608 -0.0068 -0.9% 0.7705
Low 0.7562 0.7570 0.0008 0.1% 0.7555
Close 0.7588 0.7578 -0.0010 -0.1% 0.7675
Range 0.0114 0.0038 -0.0076 -66.7% 0.0150
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 136,793 65,153 -71,640 -52.4% 425,680
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7699 0.7677 0.7599
R3 0.7661 0.7639 0.7588
R2 0.7623 0.7623 0.7585
R1 0.7601 0.7601 0.7581 0.7593
PP 0.7585 0.7585 0.7585 0.7582
S1 0.7563 0.7563 0.7575 0.7555
S2 0.7547 0.7547 0.7571
S3 0.7509 0.7525 0.7568
S4 0.7471 0.7487 0.7557
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% 0.0060 0.8% 11% False False 93,328
10 0.7705 0.7526 0.0179 2.4% 0.0052 0.7% 29% False False 80,040
20 0.7705 0.7509 0.0196 2.6% 0.0050 0.7% 35% False False 62,313
40 0.7705 0.7325 0.0380 5.0% 0.0053 0.7% 67% False False 31,738
60 0.7705 0.7315 0.0390 5.1% 0.0054 0.7% 67% False False 21,251
80 0.7725 0.7315 0.0410 5.4% 0.0053 0.7% 64% False False 15,967
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7707
1.618 0.7669
1.000 0.7646
0.618 0.7631
HIGH 0.7608
0.618 0.7593
0.500 0.7589
0.382 0.7585
LOW 0.7570
0.618 0.7547
1.000 0.7532
1.618 0.7509
2.618 0.7471
4.250 0.7409
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 0.7589 0.7625
PP 0.7585 0.7609
S1 0.7582 0.7594

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

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