CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 0.7906 0.7949 0.0043 0.5% 0.7592
High 0.7953 0.7985 0.0032 0.4% 0.7828
Low 0.7903 0.7893 -0.0010 -0.1% 0.7580
Close 0.7949 0.7955 0.0006 0.1% 0.7817
Range 0.0050 0.0092 0.0042 84.0% 0.0248
ATR 0.0061 0.0064 0.0002 3.5% 0.0000
Volume 95,982 132,454 36,472 38.0% 399,912
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8220 0.8180 0.8006
R3 0.8128 0.8088 0.7980
R2 0.8036 0.8036 0.7972
R1 0.7996 0.7996 0.7963 0.8016
PP 0.7944 0.7944 0.7944 0.7955
S1 0.7904 0.7904 0.7947 0.7924
S2 0.7852 0.7852 0.7938
S3 0.7760 0.7812 0.7930
S4 0.7668 0.7720 0.7904
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 0.7985 0.7723 0.0262 3.3% 0.0090 1.1% 89% True False 117,923
10 0.7985 0.7565 0.0420 5.3% 0.0068 0.9% 93% True False 94,969
20 0.7985 0.7526 0.0459 5.8% 0.0060 0.8% 93% True False 87,504
40 0.7985 0.7362 0.0623 7.8% 0.0058 0.7% 95% True False 55,349
60 0.7985 0.7315 0.0670 8.4% 0.0058 0.7% 96% True False 37,055
80 0.7985 0.7315 0.0670 8.4% 0.0055 0.7% 96% True False 27,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8376
2.618 0.8226
1.618 0.8134
1.000 0.8077
0.618 0.8042
HIGH 0.7985
0.618 0.7950
0.500 0.7939
0.382 0.7928
LOW 0.7893
0.618 0.7836
1.000 0.7801
1.618 0.7744
2.618 0.7652
4.250 0.7502
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 0.7950 0.7931
PP 0.7944 0.7907
S1 0.7939 0.7883

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

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