CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 0.7644 0.7691 0.0047 0.6% 0.7550
High 0.7692 0.7722 0.0030 0.4% 0.7693
Low 0.7641 0.7677 0.0036 0.5% 0.7514
Close 0.7684 0.7702 0.0018 0.2% 0.7684
Range 0.0051 0.0045 -0.0006 -11.8% 0.0179
ATR
Volume 9 23 14 155.6% 635
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7835 0.7814 0.7727
R3 0.7790 0.7769 0.7714
R2 0.7745 0.7745 0.7710
R1 0.7724 0.7724 0.7706 0.7735
PP 0.7700 0.7700 0.7700 0.7706
S1 0.7679 0.7679 0.7698 0.7690
S2 0.7655 0.7655 0.7694
S3 0.7610 0.7634 0.7690
S4 0.7565 0.7589 0.7677
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8167 0.8105 0.7782
R3 0.7988 0.7926 0.7733
R2 0.7809 0.7809 0.7717
R1 0.7747 0.7747 0.7700 0.7778
PP 0.7630 0.7630 0.7630 0.7646
S1 0.7568 0.7568 0.7668 0.7599
S2 0.7451 0.7451 0.7651
S3 0.7272 0.7389 0.7635
S4 0.7093 0.7210 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7722 0.7518 0.0204 2.6% 0.0068 0.9% 90% True False 131
10 0.7722 0.7467 0.0255 3.3% 0.0059 0.8% 92% True False 129
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7913
2.618 0.7840
1.618 0.7795
1.000 0.7767
0.618 0.7750
HIGH 0.7722
0.618 0.7705
0.500 0.7700
0.382 0.7694
LOW 0.7677
0.618 0.7649
1.000 0.7632
1.618 0.7604
2.618 0.7559
4.250 0.7486
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 0.7701 0.7695
PP 0.7700 0.7688
S1 0.7700 0.7682

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

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