CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 0.7997 0.7965 -0.0032 -0.4% 0.7909
High 0.8038 0.7989 -0.0049 -0.6% 0.8061
Low 0.7956 0.7937 -0.0019 -0.2% 0.7873
Close 0.7965 0.7965 0.0000 0.0% 0.7989
Range 0.0082 0.0052 -0.0030 -36.6% 0.0188
ATR 0.0072 0.0070 -0.0001 -2.0% 0.0000
Volume 123,116 82,640 -40,476 -32.9% 517,270
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8120 0.8094 0.7994
R3 0.8068 0.8042 0.7979
R2 0.8016 0.8016 0.7975
R1 0.7990 0.7990 0.7970 0.7991
PP 0.7964 0.7964 0.7964 0.7964
S1 0.7938 0.7938 0.7960 0.7939
S2 0.7912 0.7912 0.7955
S3 0.7860 0.7886 0.7951
S4 0.7808 0.7834 0.7936
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8538 0.8452 0.8092
R3 0.8350 0.8264 0.8041
R2 0.8162 0.8162 0.8023
R1 0.8076 0.8076 0.8006 0.8119
PP 0.7974 0.7974 0.7974 0.7996
S1 0.7888 0.7888 0.7972 0.7931
S2 0.7786 0.7786 0.7955
S3 0.7598 0.7700 0.7937
S4 0.7410 0.7512 0.7886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8061 0.7932 0.0129 1.6% 0.0073 0.9% 26% False False 99,676
10 0.8061 0.7870 0.0191 2.4% 0.0080 1.0% 50% False False 104,544
20 0.8061 0.7565 0.0496 6.2% 0.0072 0.9% 81% False False 96,391
40 0.8061 0.7490 0.0571 7.2% 0.0061 0.8% 83% False False 77,830
60 0.8061 0.7315 0.0746 9.4% 0.0060 0.8% 87% False False 52,217
80 0.8061 0.7315 0.0746 9.4% 0.0059 0.7% 87% False False 39,223
100 0.8061 0.7315 0.0746 9.4% 0.0057 0.7% 87% False False 31,401
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8125
1.618 0.8073
1.000 0.8041
0.618 0.8021
HIGH 0.7989
0.618 0.7969
0.500 0.7963
0.382 0.7957
LOW 0.7937
0.618 0.7905
1.000 0.7885
1.618 0.7853
2.618 0.7801
4.250 0.7716
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 0.7964 0.7988
PP 0.7964 0.7980
S1 0.7963 0.7973

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

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