CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 0.7631 0.7674 0.0043 0.6% 0.7675
High 0.7679 0.7734 0.0055 0.7% 0.7688
Low 0.7629 0.7669 0.0040 0.5% 0.7562
Close 0.7676 0.7725 0.0049 0.6% 0.7596
Range 0.0050 0.0065 0.0015 30.0% 0.0126
ATR 0.0051 0.0052 0.0001 1.9% 0.0000
Volume 84,258 98,275 14,017 16.6% 339,958
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7904 0.7880 0.7761
R3 0.7839 0.7815 0.7743
R2 0.7774 0.7774 0.7737
R1 0.7750 0.7750 0.7731 0.7762
PP 0.7709 0.7709 0.7709 0.7716
S1 0.7685 0.7685 0.7719 0.7697
S2 0.7644 0.7644 0.7713
S3 0.7579 0.7620 0.7707
S4 0.7514 0.7555 0.7689
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 0.7734 0.7565 0.0169 2.2% 0.0047 0.6% 95% True False 72,015
10 0.7734 0.7562 0.0172 2.2% 0.0053 0.7% 95% True False 82,671
20 0.7734 0.7526 0.0208 2.7% 0.0050 0.7% 96% True False 75,005
40 0.7734 0.7362 0.0372 4.8% 0.0053 0.7% 98% True False 40,683
60 0.7734 0.7315 0.0419 5.4% 0.0054 0.7% 98% True False 27,242
80 0.7734 0.7315 0.0419 5.4% 0.0052 0.7% 98% True False 20,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7904
1.618 0.7839
1.000 0.7799
0.618 0.7774
HIGH 0.7734
0.618 0.7709
0.500 0.7702
0.382 0.7694
LOW 0.7669
0.618 0.7629
1.000 0.7604
1.618 0.7564
2.618 0.7499
4.250 0.7393
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 0.7717 0.7705
PP 0.7709 0.7685
S1 0.7702 0.7665

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

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