CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 0.7909 0.7919 0.0010 0.1% 0.7817
High 0.7962 0.7965 0.0003 0.0% 0.7985
Low 0.7898 0.7898 0.0000 0.0% 0.7781
Close 0.7920 0.7934 0.0014 0.2% 0.7913
Range 0.0064 0.0067 0.0003 4.7% 0.0204
ATR 0.0065 0.0065 0.0000 0.2% 0.0000
Volume 78,850 81,194 2,344 3.0% 588,462
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8133 0.8101 0.7971
R3 0.8066 0.8034 0.7952
R2 0.7999 0.7999 0.7946
R1 0.7967 0.7967 0.7940 0.7983
PP 0.7932 0.7932 0.7932 0.7941
S1 0.7900 0.7900 0.7928 0.7916
S2 0.7865 0.7865 0.7922
S3 0.7798 0.7833 0.7916
S4 0.7731 0.7766 0.7897
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8505 0.8413 0.8025
R3 0.8301 0.8209 0.7969
R2 0.8097 0.8097 0.7950
R1 0.8005 0.8005 0.7932 0.8051
PP 0.7893 0.7893 0.7893 0.7916
S1 0.7801 0.7801 0.7894 0.7847
S2 0.7689 0.7689 0.7876
S3 0.7485 0.7597 0.7857
S4 0.7281 0.7393 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7985 0.7870 0.0115 1.4% 0.0071 0.9% 56% False False 100,425
10 0.7985 0.7629 0.0356 4.5% 0.0078 1.0% 86% False False 104,584
20 0.7985 0.7562 0.0423 5.3% 0.0066 0.8% 88% False False 93,056
40 0.7985 0.7362 0.0623 7.9% 0.0059 0.7% 92% False False 62,135
60 0.7985 0.7315 0.0670 8.4% 0.0058 0.7% 92% False False 41,608
80 0.7985 0.7315 0.0670 8.4% 0.0056 0.7% 92% False False 31,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8250
2.618 0.8140
1.618 0.8073
1.000 0.8032
0.618 0.8006
HIGH 0.7965
0.618 0.7939
0.500 0.7932
0.382 0.7924
LOW 0.7898
0.618 0.7857
1.000 0.7831
1.618 0.7790
2.618 0.7723
4.250 0.7613
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 0.7933 0.7929
PP 0.7932 0.7923
S1 0.7932 0.7918

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

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