CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 0.7640 0.7627 -0.0013 -0.2% 0.7612
High 0.7656 0.7639 -0.0017 -0.2% 0.7656
Low 0.7619 0.7601 -0.0018 -0.2% 0.7568
Close 0.7638 0.7625 -0.0013 -0.2% 0.7625
Range 0.0037 0.0038 0.0001 2.7% 0.0088
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 133 69 -64 -48.1% 464
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7736 0.7718 0.7646
R3 0.7698 0.7680 0.7635
R2 0.7660 0.7660 0.7632
R1 0.7642 0.7642 0.7628 0.7632
PP 0.7622 0.7622 0.7622 0.7617
S1 0.7604 0.7604 0.7622 0.7594
S2 0.7584 0.7584 0.7618
S3 0.7546 0.7566 0.7615
S4 0.7508 0.7528 0.7604
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7841 0.7673
R3 0.7792 0.7753 0.7649
R2 0.7704 0.7704 0.7641
R1 0.7665 0.7665 0.7633 0.7685
PP 0.7616 0.7616 0.7616 0.7626
S1 0.7577 0.7577 0.7617 0.7597
S2 0.7528 0.7528 0.7609
S3 0.7440 0.7489 0.7601
S4 0.7352 0.7401 0.7577
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% 0.0044 0.6% 65% False False 92
10 0.7725 0.7568 0.0157 2.1% 0.0045 0.6% 36% False False 99
20 0.7725 0.7467 0.0258 3.4% 0.0051 0.7% 61% False False 113
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7801
2.618 0.7738
1.618 0.7700
1.000 0.7677
0.618 0.7662
HIGH 0.7639
0.618 0.7624
0.500 0.7620
0.382 0.7616
LOW 0.7601
0.618 0.7578
1.000 0.7563
1.618 0.7540
2.618 0.7502
4.250 0.7440
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 0.7623 0.7629
PP 0.7622 0.7627
S1 0.7620 0.7626

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

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