CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 0.7490 0.7485 -0.0005 -0.1% 0.7612
High 0.7494 0.7514 0.0020 0.3% 0.7616
Low 0.7456 0.7456 0.0000 0.0% 0.7475
Close 0.7476 0.7458 -0.0018 -0.2% 0.7475
Range 0.0038 0.0058 0.0020 52.6% 0.0141
ATR 0.0049 0.0049 0.0001 1.4% 0.0000
Volume 51 113 62 121.6% 569
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7650 0.7612 0.7490
R3 0.7592 0.7554 0.7474
R2 0.7534 0.7534 0.7469
R1 0.7496 0.7496 0.7463 0.7486
PP 0.7476 0.7476 0.7476 0.7471
S1 0.7438 0.7438 0.7453 0.7428
S2 0.7418 0.7418 0.7447
S3 0.7360 0.7380 0.7442
S4 0.7302 0.7322 0.7426
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 0.7554 0.7456 0.0098 1.3% 0.0044 0.6% 2% False True 104
10 0.7656 0.7456 0.0200 2.7% 0.0043 0.6% 1% False True 108
20 0.7725 0.7456 0.0269 3.6% 0.0045 0.6% 1% False True 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7666
1.618 0.7608
1.000 0.7572
0.618 0.7550
HIGH 0.7514
0.618 0.7492
0.500 0.7485
0.382 0.7478
LOW 0.7456
0.618 0.7420
1.000 0.7398
1.618 0.7362
2.618 0.7304
4.250 0.7209
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 0.7485 0.7485
PP 0.7476 0.7476
S1 0.7467 0.7467

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

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