CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 0.7470 0.7527 0.0057 0.8% 0.7544
High 0.7523 0.7538 0.0015 0.2% 0.7566
Low 0.7457 0.7495 0.0038 0.5% 0.7424
Close 0.7518 0.7515 -0.0003 0.0% 0.7467
Range 0.0066 0.0043 -0.0023 -34.8% 0.0142
ATR 0.0055 0.0054 -0.0001 -1.5% 0.0000
Volume 650 367 -283 -43.5% 717
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 0.7645 0.7623 0.7539
R3 0.7602 0.7580 0.7527
R2 0.7559 0.7559 0.7523
R1 0.7537 0.7537 0.7519 0.7527
PP 0.7516 0.7516 0.7516 0.7511
S1 0.7494 0.7494 0.7511 0.7484
S2 0.7473 0.7473 0.7507
S3 0.7430 0.7451 0.7503
S4 0.7387 0.7408 0.7491
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 0.7542 0.7424 0.0118 1.6% 0.0060 0.8% 77% False False 315
10 0.7566 0.7424 0.0142 1.9% 0.0054 0.7% 64% False False 239
20 0.7591 0.7424 0.0167 2.2% 0.0050 0.7% 54% False False 171
40 0.7725 0.7424 0.0301 4.0% 0.0051 0.7% 30% False False 149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7651
1.618 0.7608
1.000 0.7581
0.618 0.7565
HIGH 0.7538
0.618 0.7522
0.500 0.7517
0.382 0.7511
LOW 0.7495
0.618 0.7468
1.000 0.7452
1.618 0.7425
2.618 0.7382
4.250 0.7312
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 0.7517 0.7505
PP 0.7516 0.7495
S1 0.7516 0.7486

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

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