CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 0.7646 0.7600 -0.0046 -0.6% 0.7691
High 0.7646 0.7617 -0.0029 -0.4% 0.7725
Low 0.7600 0.7584 -0.0016 -0.2% 0.7584
Close 0.7611 0.7606 -0.0005 -0.1% 0.7606
Range 0.0046 0.0033 -0.0013 -28.3% 0.0141
ATR 0.0057 0.0055 -0.0002 -3.0% 0.0000
Volume 24 23 -1 -4.2% 527
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7701 0.7687 0.7624
R3 0.7668 0.7654 0.7615
R2 0.7635 0.7635 0.7612
R1 0.7621 0.7621 0.7609 0.7628
PP 0.7602 0.7602 0.7602 0.7606
S1 0.7588 0.7588 0.7603 0.7595
S2 0.7569 0.7569 0.7600
S3 0.7536 0.7555 0.7597
S4 0.7503 0.7522 0.7588
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8061 0.7975 0.7684
R3 0.7920 0.7834 0.7645
R2 0.7779 0.7779 0.7632
R1 0.7693 0.7693 0.7619 0.7666
PP 0.7638 0.7638 0.7638 0.7625
S1 0.7552 0.7552 0.7593 0.7525
S2 0.7497 0.7497 0.7580
S3 0.7356 0.7411 0.7567
S4 0.7215 0.7270 0.7528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7584 0.0141 1.9% 0.0046 0.6% 16% False True 105
10 0.7725 0.7514 0.0211 2.8% 0.0058 0.8% 44% False False 116
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7757
2.618 0.7703
1.618 0.7670
1.000 0.7650
0.618 0.7637
HIGH 0.7617
0.618 0.7604
0.500 0.7601
0.382 0.7597
LOW 0.7584
0.618 0.7564
1.000 0.7551
1.618 0.7531
2.618 0.7498
4.250 0.7444
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.7604 0.7623
PP 0.7602 0.7617
S1 0.7601 0.7612

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

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