CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 0.7817 0.7791 -0.0026 -0.3% 0.7592
High 0.7832 0.7937 0.0105 1.3% 0.7828
Low 0.7786 0.7781 -0.0005 -0.1% 0.7580
Close 0.7794 0.7916 0.0122 1.6% 0.7817
Range 0.0046 0.0156 0.0110 239.1% 0.0248
ATR 0.0055 0.0062 0.0007 13.1% 0.0000
Volume 93,299 153,078 59,779 64.1% 399,912
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8346 0.8287 0.8002
R3 0.8190 0.8131 0.7959
R2 0.8034 0.8034 0.7945
R1 0.7975 0.7975 0.7930 0.8005
PP 0.7878 0.7878 0.7878 0.7893
S1 0.7819 0.7819 0.7902 0.7849
S2 0.7722 0.7722 0.7887
S3 0.7566 0.7663 0.7873
S4 0.7410 0.7507 0.7830
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 0.7937 0.7629 0.0308 3.9% 0.0084 1.1% 93% True False 108,742
10 0.7937 0.7562 0.0375 4.7% 0.0069 0.9% 94% True False 92,320
20 0.7937 0.7526 0.0411 5.2% 0.0058 0.7% 95% True False 82,937
40 0.7937 0.7362 0.0575 7.3% 0.0057 0.7% 96% True False 49,667
60 0.7937 0.7315 0.0622 7.9% 0.0057 0.7% 97% True False 33,251
80 0.7937 0.7315 0.0622 7.9% 0.0054 0.7% 97% True False 24,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.8600
2.618 0.8345
1.618 0.8189
1.000 0.8093
0.618 0.8033
HIGH 0.7937
0.618 0.7877
0.500 0.7859
0.382 0.7841
LOW 0.7781
0.618 0.7685
1.000 0.7625
1.618 0.7529
2.618 0.7373
4.250 0.7118
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 0.7897 0.7887
PP 0.7878 0.7859
S1 0.7859 0.7830

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

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