CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 0.7984 0.8001 0.0017 0.2% 0.8055
High 0.8016 0.8035 0.0019 0.2% 0.8060
Low 0.7955 0.7986 0.0031 0.4% 0.7955
Close 0.7986 0.8000 0.0014 0.2% 0.8000
Range 0.0061 0.0049 -0.0012 -19.7% 0.0105
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 137,182 29,658 -107,524 -78.4% 530,874
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8154 0.8126 0.8027
R3 0.8105 0.8077 0.8013
R2 0.8056 0.8056 0.8009
R1 0.8028 0.8028 0.8004 0.8018
PP 0.8007 0.8007 0.8007 0.8002
S1 0.7979 0.7979 0.7996 0.7968
S2 0.7958 0.7958 0.7991
S3 0.7909 0.7930 0.7987
S4 0.7860 0.7881 0.7973
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8320 0.8265 0.8058
R3 0.8215 0.8160 0.8029
R2 0.8110 0.8110 0.8019
R1 0.8055 0.8055 0.8010 0.8030
PP 0.8005 0.8005 0.8005 0.7993
S1 0.7950 0.7950 0.7990 0.7925
S2 0.7900 0.7900 0.7981
S3 0.7795 0.7845 0.7971
S4 0.7690 0.7740 0.7942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8060 0.7955 0.0105 1.3% 0.0055 0.7% 43% False False 106,174
10 0.8125 0.7921 0.0204 2.6% 0.0066 0.8% 39% False False 112,834
20 0.8125 0.7865 0.0260 3.3% 0.0064 0.8% 52% False False 96,252
40 0.8125 0.7805 0.0320 4.0% 0.0069 0.9% 61% False False 96,545
60 0.8125 0.7526 0.0599 7.5% 0.0066 0.8% 79% False False 93,531
80 0.8125 0.7362 0.0763 9.5% 0.0063 0.8% 84% False False 75,947
100 0.8125 0.7315 0.0810 10.1% 0.0062 0.8% 85% False False 60,851
120 0.8125 0.7315 0.0810 10.1% 0.0060 0.7% 85% False False 50,730
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8243
2.618 0.8163
1.618 0.8114
1.000 0.8084
0.618 0.8065
HIGH 0.8035
0.618 0.8016
0.500 0.8011
0.382 0.8005
LOW 0.7986
0.618 0.7956
1.000 0.7937
1.618 0.7907
2.618 0.7858
4.250 0.7778
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 0.8011 0.8000
PP 0.8007 0.7999
S1 0.8004 0.7999

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

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