CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	0.7932	0.8007	0.0075	0.9%	0.7817
High	0.8008	0.8061	0.0053	0.7%	0.7985
Low	0.7873	0.7952	0.0079	1.0%	0.7781
Close	0.7969	0.7964	-0.0005	-0.1%	0.7913
Range	0.0135	0.0109	-0.0026	-19.3%	0.0204
ATR	0.0070	0.0073	0.0003	3.9%	0.0000
Volume	140,917	120,559	-20,358	-14.4%	588,462

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8251	0.8024
R3	0.8210	0.8142	0.7994
R2	0.8101	0.8101	0.7984
R1	0.8033	0.8033	0.7974	0.8013
PP	0.7992	0.7992	0.7992	0.7982
S1	0.7924	0.7924	0.7954	0.7904
S2	0.7883	0.7883	0.7944
S3	0.7774	0.7815	0.7934
S4	0.7665	0.7706	0.7904

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	0.8061	0.7870	0.0191	2.4%	0.0092	1.2%	49%	True	False	107,033
10	0.8061	0.7723	0.0338	4.2%	0.0091	1.1%	71%	True	False	112,478
20	0.8061	0.7562	0.0499	6.3%	0.0072	0.9%	81%	True	False	97,575
40	0.8061	0.7362	0.0699	8.8%	0.0062	0.8%	86%	True	False	68,628
60	0.8061	0.7315	0.0746	9.4%	0.0060	0.8%	87%	True	False	45,949
80	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	87%	True	False	34,504
100	0.8061	0.7315	0.0746	9.4%	0.0057	0.7%	87%	True	False	27,629

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8524
2.618	0.8346
1.618	0.8237
1.000	0.8170
0.618	0.8128
HIGH	0.8061
0.618	0.8019
0.500	0.8007
0.382	0.7994
LOW	0.7952
0.618	0.7885
1.000	0.7843
1.618	0.7776
2.618	0.7667
4.250	0.7489

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	0.8007	0.7967
PP	0.7992	0.7966
S1	0.7978	0.7965

Download as Excel Spreadsheet

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

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