CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.7723 0.7817 0.0094 1.2% 0.7592
High 0.7828 0.7832 0.0004 0.1% 0.7828
Low 0.7723 0.7786 0.0063 0.8% 0.7580
Close 0.7817 0.7794 -0.0023 -0.3% 0.7817
Range 0.0105 0.0046 -0.0059 -56.2% 0.0248
ATR 0.0056 0.0055 -0.0001 -1.3% 0.0000
Volume 114,802 93,299 -21,503 -18.7% 399,912
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7942 0.7914 0.7819
R3 0.7896 0.7868 0.7807
R2 0.7850 0.7850 0.7802
R1 0.7822 0.7822 0.7798 0.7813
PP 0.7804 0.7804 0.7804 0.7800
S1 0.7776 0.7776 0.7790 0.7767
S2 0.7758 0.7758 0.7786
S3 0.7712 0.7730 0.7781
S4 0.7666 0.7684 0.7769
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8486 0.8399 0.7953
R3 0.8238 0.8151 0.7885
R2 0.7990 0.7990 0.7862
R1 0.7903 0.7903 0.7840 0.7947
PP 0.7742 0.7742 0.7742 0.7763
S1 0.7655 0.7655 0.7794 0.7699
S2 0.7494 0.7494 0.7772
S3 0.7246 0.7407 0.7749
S4 0.6998 0.7159 0.7681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7832 0.7596 0.0236 3.0% 0.0061 0.8% 84% True False 90,328
10 0.7832 0.7562 0.0270 3.5% 0.0059 0.8% 86% True False 83,316
20 0.7832 0.7526 0.0306 3.9% 0.0052 0.7% 88% True False 78,573
40 0.7832 0.7362 0.0470 6.0% 0.0054 0.7% 92% True False 45,853
60 0.7832 0.7315 0.0517 6.6% 0.0055 0.7% 93% True False 30,700
80 0.7832 0.7315 0.0517 6.6% 0.0053 0.7% 93% True False 23,056
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7952
1.618 0.7906
1.000 0.7878
0.618 0.7860
HIGH 0.7832
0.618 0.7814
0.500 0.7809
0.382 0.7804
LOW 0.7786
0.618 0.7758
1.000 0.7740
1.618 0.7712
2.618 0.7666
4.250 0.7591
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.7809 0.7780
PP 0.7804 0.7765
S1 0.7799 0.7751

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

View Archives - Comment on this page... - Back to Index of Symbols