CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 0.7500 0.7544 0.0044 0.6% 0.7561
High 0.7527 0.7566 0.0039 0.5% 0.7589
Low 0.7499 0.7523 0.0024 0.3% 0.7473
Close 0.7520 0.7544 0.0024 0.3% 0.7520
Range 0.0028 0.0043 0.0015 53.6% 0.0116
ATR 0.0052 0.0052 0.0000 -0.8% 0.0000
Volume 38 92 54 142.1% 977
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7673 0.7652 0.7568
R3 0.7630 0.7609 0.7556
R2 0.7587 0.7587 0.7552
R1 0.7566 0.7566 0.7548 0.7566
PP 0.7544 0.7544 0.7544 0.7544
S1 0.7523 0.7523 0.7540 0.7523
S2 0.7501 0.7501 0.7536
S3 0.7458 0.7480 0.7532
S4 0.7415 0.7437 0.7520
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 0.7575 0.7473 0.0102 1.4% 0.0050 0.7% 70% False False 196
10 0.7589 0.7456 0.0133 1.8% 0.0047 0.6% 66% False False 149
20 0.7656 0.7456 0.0200 2.7% 0.0046 0.6% 44% False False 126
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7749
2.618 0.7679
1.618 0.7636
1.000 0.7609
0.618 0.7593
HIGH 0.7566
0.618 0.7550
0.500 0.7545
0.382 0.7539
LOW 0.7523
0.618 0.7496
1.000 0.7480
1.618 0.7453
2.618 0.7410
4.250 0.7340
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 0.7545 0.7536
PP 0.7544 0.7529
S1 0.7544 0.7521

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

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