CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 0.7577 0.7592 0.0015 0.2% 0.7675
High 0.7617 0.7607 -0.0010 -0.1% 0.7688
Low 0.7565 0.7580 0.0015 0.2% 0.7562
Close 0.7596 0.7600 0.0004 0.1% 0.7596
Range 0.0052 0.0027 -0.0025 -48.1% 0.0126
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 74,966 41,567 -33,399 -44.6% 339,958
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7677 0.7665 0.7615
R3 0.7650 0.7638 0.7607
R2 0.7623 0.7623 0.7605
R1 0.7611 0.7611 0.7602 0.7617
PP 0.7596 0.7596 0.7596 0.7599
S1 0.7584 0.7584 0.7598 0.7590
S2 0.7569 0.7569 0.7595
S3 0.7542 0.7557 0.7593
S4 0.7515 0.7530 0.7585
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7993 0.7921 0.7665
R3 0.7867 0.7795 0.7631
R2 0.7741 0.7741 0.7619
R1 0.7669 0.7669 0.7608 0.7642
PP 0.7615 0.7615 0.7615 0.7602
S1 0.7543 0.7543 0.7584 0.7516
S2 0.7489 0.7489 0.7573
S3 0.7363 0.7417 0.7561
S4 0.7237 0.7291 0.7527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7562 0.0126 1.7% 0.0056 0.7% 30% False False 76,305
10 0.7705 0.7555 0.0150 2.0% 0.0053 0.7% 30% False False 80,720
20 0.7705 0.7512 0.0193 2.5% 0.0051 0.7% 46% False False 67,759
40 0.7705 0.7355 0.0350 4.6% 0.0053 0.7% 70% False False 34,625
60 0.7705 0.7315 0.0390 5.1% 0.0054 0.7% 73% False False 23,190
80 0.7725 0.7315 0.0410 5.4% 0.0052 0.7% 70% False False 17,416
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7722
2.618 0.7678
1.618 0.7651
1.000 0.7634
0.618 0.7624
HIGH 0.7607
0.618 0.7597
0.500 0.7594
0.382 0.7590
LOW 0.7580
0.618 0.7563
1.000 0.7553
1.618 0.7536
2.618 0.7509
4.250 0.7465
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 0.7598 0.7597
PP 0.7596 0.7594
S1 0.7594 0.7591

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

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