CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 0.7624 0.7640 0.0016 0.2% 0.7691
High 0.7651 0.7656 0.0005 0.1% 0.7725
Low 0.7610 0.7619 0.0009 0.1% 0.7584
Close 0.7648 0.7638 -0.0010 -0.1% 0.7606
Range 0.0041 0.0037 -0.0004 -9.8% 0.0141
ATR 0.0054 0.0053 -0.0001 -2.2% 0.0000
Volume 143 133 -10 -7.0% 527
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7749 0.7730 0.7658
R3 0.7712 0.7693 0.7648
R2 0.7675 0.7675 0.7645
R1 0.7656 0.7656 0.7641 0.7647
PP 0.7638 0.7638 0.7638 0.7633
S1 0.7619 0.7619 0.7635 0.7610
S2 0.7601 0.7601 0.7631
S3 0.7564 0.7582 0.7628
S4 0.7527 0.7545 0.7618
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 0.7656 0.7568 0.0088 1.2% 0.0043 0.6% 80% True False 83
10 0.7725 0.7568 0.0157 2.1% 0.0046 0.6% 45% False False 93
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 0.7813
2.618 0.7753
1.618 0.7716
1.000 0.7693
0.618 0.7679
HIGH 0.7656
0.618 0.7642
0.500 0.7638
0.382 0.7633
LOW 0.7619
0.618 0.7596
1.000 0.7582
1.618 0.7559
2.618 0.7522
4.250 0.7462
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 0.7638 0.7629
PP 0.7638 0.7621
S1 0.7638 0.7612

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

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