CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 0.7450 0.7470 0.0020 0.3% 0.7544
High 0.7473 0.7523 0.0050 0.7% 0.7566
Low 0.7433 0.7457 0.0024 0.3% 0.7424
Close 0.7467 0.7518 0.0051 0.7% 0.7467
Range 0.0040 0.0066 0.0026 65.0% 0.0142
ATR 0.0054 0.0055 0.0001 1.6% 0.0000
Volume 123 650 527 428.5% 717
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 0.7697 0.7674 0.7554
R3 0.7631 0.7608 0.7536
R2 0.7565 0.7565 0.7530
R1 0.7542 0.7542 0.7524 0.7553
PP 0.7499 0.7499 0.7499 0.7505
S1 0.7476 0.7476 0.7512 0.7488
S2 0.7433 0.7433 0.7506
S3 0.7367 0.7410 0.7500
S4 0.7301 0.7344 0.7482
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7912 0.7831 0.7545
R3 0.7770 0.7689 0.7506
R2 0.7628 0.7628 0.7493
R1 0.7547 0.7547 0.7480 0.7517
PP 0.7486 0.7486 0.7486 0.7470
S1 0.7405 0.7405 0.7454 0.7375
S2 0.7344 0.7344 0.7441
S3 0.7202 0.7263 0.7428
S4 0.7060 0.7121 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7552 0.7424 0.0128 1.7% 0.0061 0.8% 73% False False 255
10 0.7575 0.7424 0.0151 2.0% 0.0056 0.7% 62% False False 225
20 0.7616 0.7424 0.0192 2.6% 0.0050 0.7% 49% False False 167
40 0.7725 0.7424 0.0301 4.0% 0.0051 0.7% 31% False False 140
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7803
2.618 0.7696
1.618 0.7630
1.000 0.7589
0.618 0.7564
HIGH 0.7523
0.618 0.7498
0.500 0.7490
0.382 0.7482
LOW 0.7457
0.618 0.7416
1.000 0.7391
1.618 0.7350
2.618 0.7284
4.250 0.7177
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 0.7509 0.7503
PP 0.7499 0.7488
S1 0.7490 0.7474

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

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