CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 07-Apr-2017
Day Change Summary
Previous Current
06-Apr-2017 07-Apr-2017 Change Change % Previous Week
Open 0.7550 0.7523 -0.0027 -0.4% 0.7612
High 0.7554 0.7523 -0.0031 -0.4% 0.7616
Low 0.7508 0.7475 -0.0033 -0.4% 0.7475
Close 0.7521 0.7475 -0.0046 -0.6% 0.7475
Range 0.0046 0.0048 0.0002 4.3% 0.0141
ATR 0.0051 0.0051 0.0000 -0.4% 0.0000
Volume 115 94 -21 -18.3% 569
Daily Pivots for day following 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7635 0.7603 0.7501
R3 0.7587 0.7555 0.7488
R2 0.7539 0.7539 0.7484
R1 0.7507 0.7507 0.7479 0.7499
PP 0.7491 0.7491 0.7491 0.7487
S1 0.7459 0.7459 0.7471 0.7451
S2 0.7443 0.7443 0.7466
S3 0.7395 0.7411 0.7462
S4 0.7347 0.7363 0.7449
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7945 0.7851 0.7553
R3 0.7804 0.7710 0.7514
R2 0.7663 0.7663 0.7501
R1 0.7569 0.7569 0.7488 0.7546
PP 0.7522 0.7522 0.7522 0.7510
S1 0.7428 0.7428 0.7462 0.7405
S2 0.7381 0.7381 0.7449
S3 0.7240 0.7287 0.7436
S4 0.7099 0.7146 0.7397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7616 0.7475 0.0141 1.9% 0.0046 0.6% 0% False True 113
10 0.7656 0.7475 0.0181 2.4% 0.0045 0.6% 0% False True 103
20 0.7725 0.7475 0.0250 3.3% 0.0051 0.7% 0% False True 109
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7649
1.618 0.7601
1.000 0.7571
0.618 0.7553
HIGH 0.7523
0.618 0.7505
0.500 0.7499
0.382 0.7493
LOW 0.7475
0.618 0.7445
1.000 0.7427
1.618 0.7397
2.618 0.7349
4.250 0.7271
Fisher Pivots for day following 07-Apr-2017
Pivot 1 day 3 day
R1 0.7499 0.7520
PP 0.7491 0.7505
S1 0.7483 0.7490

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

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