CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	0.8000	0.8043	0.0043	0.5%	0.7954
High	0.8050	0.8125	0.0075	0.9%	0.8125
Low	0.7972	0.8042	0.0070	0.9%	0.7941
Close	0.8029	0.8061	0.0032	0.4%	0.8061
Range	0.0078	0.0083	0.0005	6.4%	0.0184
ATR	0.0070	0.0072	0.0002	2.6%	0.0000
Volume	115,919	117,456	1,537	1.3%	486,618

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8325	0.8276	0.8107
R3	0.8242	0.8193	0.8084
R2	0.8159	0.8159	0.8076
R1	0.8110	0.8110	0.8069	0.8135
PP	0.8076	0.8076	0.8076	0.8088
S1	0.8027	0.8027	0.8053	0.8052
S2	0.7993	0.7993	0.8046
S3	0.7910	0.7944	0.8038
S4	0.7827	0.7861	0.8015

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8594	0.8512	0.8162
R3	0.8410	0.8328	0.8112
R2	0.8226	0.8226	0.8095
R1	0.8144	0.8144	0.8078	0.8185
PP	0.8042	0.8042	0.8042	0.8063
S1	0.7960	0.7960	0.8044	0.8001
S2	0.7858	0.7858	0.8027
S3	0.7674	0.7776	0.8010
S4	0.7490	0.7592	0.7960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8125	0.7921	0.0204	2.5%	0.0076	0.9%	69%	True	False	119,493
10	0.8125	0.7870	0.0255	3.2%	0.0076	0.9%	75%	True	False	104,774
20	0.8125	0.7805	0.0320	4.0%	0.0071	0.9%	80%	True	False	94,173
40	0.8125	0.7723	0.0402	5.0%	0.0074	0.9%	84%	True	False	98,013
60	0.8125	0.7526	0.0599	7.4%	0.0066	0.8%	89%	True	False	90,344
80	0.8125	0.7362	0.0763	9.5%	0.0063	0.8%	92%	True	False	69,348
100	0.8125	0.7315	0.0810	10.0%	0.0062	0.8%	92%	True	False	55,551
120	0.8125	0.7315	0.0810	10.0%	0.0059	0.7%	92%	True	False	46,311

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8478
2.618	0.8342
1.618	0.8259
1.000	0.8208
0.618	0.8176
HIGH	0.8125
0.618	0.8093
0.500	0.8084
0.382	0.8074
LOW	0.8042
0.618	0.7991
1.000	0.7959
1.618	0.7908
2.618	0.7825
4.250	0.7689

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	0.8084	0.8055
PP	0.8076	0.8050
S1	0.8069	0.8044

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