CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 0.7791 0.7906 0.0115 1.5% 0.7592
High 0.7937 0.7953 0.0016 0.2% 0.7828
Low 0.7781 0.7903 0.0122 1.6% 0.7580
Close 0.7916 0.7949 0.0033 0.4% 0.7817
Range 0.0156 0.0050 -0.0106 -67.9% 0.0248
ATR 0.0062 0.0061 -0.0001 -1.4% 0.0000
Volume 153,078 95,982 -57,096 -37.3% 399,912
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8085 0.8067 0.7977
R3 0.8035 0.8017 0.7963
R2 0.7985 0.7985 0.7958
R1 0.7967 0.7967 0.7954 0.7976
PP 0.7935 0.7935 0.7935 0.7940
S1 0.7917 0.7917 0.7944 0.7926
S2 0.7885 0.7885 0.7940
S3 0.7835 0.7867 0.7935
S4 0.7785 0.7817 0.7922
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 0.7953 0.7669 0.0284 3.6% 0.0084 1.1% 99% True False 111,087
10 0.7953 0.7565 0.0388 4.9% 0.0063 0.8% 99% True False 88,239
20 0.7953 0.7526 0.0427 5.4% 0.0057 0.7% 99% True False 84,183
40 0.7953 0.7362 0.0591 7.4% 0.0057 0.7% 99% True False 52,056
60 0.7953 0.7315 0.0638 8.0% 0.0057 0.7% 99% True False 34,849
80 0.7953 0.7315 0.0638 8.0% 0.0054 0.7% 99% True False 26,168
Crabel Price Patterns
NR True
NR4 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8166
2.618 0.8084
1.618 0.8034
1.000 0.8003
0.618 0.7984
HIGH 0.7953
0.618 0.7934
0.500 0.7928
0.382 0.7922
LOW 0.7903
0.618 0.7872
1.000 0.7853
1.618 0.7822
2.618 0.7772
4.250 0.7691
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 0.7942 0.7922
PP 0.7935 0.7894
S1 0.7928 0.7867

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

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