CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 0.7544 0.7544 0.0000 0.0% 0.7561
High 0.7566 0.7552 -0.0014 -0.2% 0.7589
Low 0.7523 0.7505 -0.0018 -0.2% 0.7473
Close 0.7544 0.7519 -0.0025 -0.3% 0.7520
Range 0.0043 0.0047 0.0004 9.3% 0.0116
ATR 0.0052 0.0051 0.0000 -0.7% 0.0000
Volume 92 66 -26 -28.3% 977
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7666 0.7640 0.7545
R3 0.7619 0.7593 0.7532
R2 0.7572 0.7572 0.7528
R1 0.7546 0.7546 0.7523 0.7536
PP 0.7525 0.7525 0.7525 0.7520
S1 0.7499 0.7499 0.7515 0.7489
S2 0.7478 0.7478 0.7510
S3 0.7431 0.7452 0.7506
S4 0.7384 0.7405 0.7493
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 0.7566 0.7473 0.0093 1.2% 0.0048 0.6% 49% False False 164
10 0.7589 0.7456 0.0133 1.8% 0.0049 0.6% 47% False False 141
20 0.7656 0.7456 0.0200 2.7% 0.0046 0.6% 32% False False 127
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7752
2.618 0.7675
1.618 0.7628
1.000 0.7599
0.618 0.7581
HIGH 0.7552
0.618 0.7534
0.500 0.7529
0.382 0.7523
LOW 0.7505
0.618 0.7476
1.000 0.7458
1.618 0.7429
2.618 0.7382
4.250 0.7305
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 0.7529 0.7533
PP 0.7525 0.7528
S1 0.7522 0.7524

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

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