CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Apr-2017
Day Change Summary
Previous Current
20-Apr-2017 21-Apr-2017 Change Change % Previous Week
Open 0.7480 0.7500 0.0020 0.3% 0.7561
High 0.7528 0.7527 -0.0001 0.0% 0.7589
Low 0.7476 0.7499 0.0023 0.3% 0.7473
Close 0.7510 0.7520 0.0010 0.1% 0.7520
Range 0.0052 0.0028 -0.0024 -46.2% 0.0116
ATR 0.0054 0.0052 -0.0002 -3.4% 0.0000
Volume 250 38 -212 -84.8% 977
Daily Pivots for day following 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7599 0.7588 0.7535
R3 0.7571 0.7560 0.7528
R2 0.7543 0.7543 0.7525
R1 0.7532 0.7532 0.7523 0.7538
PP 0.7515 0.7515 0.7515 0.7518
S1 0.7504 0.7504 0.7517 0.7510
S2 0.7487 0.7487 0.7515
S3 0.7459 0.7476 0.7512
S4 0.7431 0.7448 0.7505
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7875 0.7814 0.7584
R3 0.7759 0.7698 0.7552
R2 0.7643 0.7643 0.7541
R1 0.7582 0.7582 0.7531 0.7555
PP 0.7527 0.7527 0.7527 0.7514
S1 0.7466 0.7466 0.7509 0.7439
S2 0.7411 0.7411 0.7499
S3 0.7295 0.7350 0.7488
S4 0.7179 0.7234 0.7456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7589 0.7473 0.0116 1.5% 0.0048 0.6% 41% False False 195
10 0.7589 0.7456 0.0133 1.8% 0.0048 0.6% 48% False False 150
20 0.7656 0.7456 0.0200 2.7% 0.0045 0.6% 32% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7600
1.618 0.7572
1.000 0.7555
0.618 0.7544
HIGH 0.7527
0.618 0.7516
0.500 0.7513
0.382 0.7510
LOW 0.7499
0.618 0.7482
1.000 0.7471
1.618 0.7454
2.618 0.7426
4.250 0.7380
Fisher Pivots for day following 21-Apr-2017
Pivot 1 day 3 day
R1 0.7518 0.7516
PP 0.7515 0.7511
S1 0.7513 0.7507

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

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