CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 0.7891 0.7849 -0.0042 -0.5% 0.7950
High 0.7916 0.7873 -0.0043 -0.5% 0.7951
Low 0.7841 0.7805 -0.0036 -0.5% 0.7835
Close 0.7855 0.7815 -0.0040 -0.5% 0.7893
Range 0.0075 0.0068 -0.0007 -9.3% 0.0116
ATR 0.0067 0.0067 0.0000 0.1% 0.0000
Volume 76,691 93,553 16,862 22.0% 438,014
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8035 0.7993 0.7852
R3 0.7967 0.7925 0.7834
R2 0.7899 0.7899 0.7827
R1 0.7857 0.7857 0.7821 0.7844
PP 0.7831 0.7831 0.7831 0.7825
S1 0.7789 0.7789 0.7809 0.7776
S2 0.7763 0.7763 0.7803
S3 0.7695 0.7721 0.7796
S4 0.7627 0.7653 0.7778
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8241 0.8183 0.7957
R3 0.8125 0.8067 0.7925
R2 0.8009 0.8009 0.7914
R1 0.7951 0.7951 0.7904 0.7922
PP 0.7893 0.7893 0.7893 0.7879
S1 0.7835 0.7835 0.7882 0.7806
S2 0.7777 0.7777 0.7872
S3 0.7661 0.7719 0.7861
S4 0.7545 0.7603 0.7829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7916 0.7805 0.0111 1.4% 0.0064 0.8% 9% False True 94,040
10 0.7989 0.7805 0.0184 2.4% 0.0062 0.8% 5% False True 89,688
20 0.8061 0.7805 0.0256 3.3% 0.0071 0.9% 4% False True 97,783
40 0.8061 0.7526 0.0535 6.8% 0.0064 0.8% 54% False False 90,360
60 0.8061 0.7362 0.0699 8.9% 0.0061 0.8% 65% False False 65,706
80 0.8061 0.7315 0.0746 9.5% 0.0060 0.8% 67% False False 49,384
100 0.8061 0.7315 0.0746 9.5% 0.0057 0.7% 67% False False 39,532
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8051
1.618 0.7983
1.000 0.7941
0.618 0.7915
HIGH 0.7873
0.618 0.7847
0.500 0.7839
0.382 0.7831
LOW 0.7805
0.618 0.7763
1.000 0.7737
1.618 0.7695
2.618 0.7627
4.250 0.7516
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 0.7839 0.7861
PP 0.7831 0.7845
S1 0.7823 0.7830

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

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