CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 0.7527 0.7528 0.0001 0.0% 0.7544
High 0.7538 0.7528 -0.0010 -0.1% 0.7566
Low 0.7495 0.7405 -0.0090 -1.2% 0.7424
Close 0.7515 0.7412 -0.0103 -1.4% 0.7467
Range 0.0043 0.0123 0.0080 186.0% 0.0142
ATR 0.0054 0.0059 0.0005 9.2% 0.0000
Volume 367 897 530 144.4% 717
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 0.7817 0.7738 0.7480
R3 0.7694 0.7615 0.7446
R2 0.7571 0.7571 0.7435
R1 0.7492 0.7492 0.7423 0.7470
PP 0.7448 0.7448 0.7448 0.7438
S1 0.7369 0.7369 0.7401 0.7347
S2 0.7325 0.7325 0.7389
S3 0.7202 0.7246 0.7378
S4 0.7079 0.7123 0.7344
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 0.7538 0.7405 0.0133 1.8% 0.0064 0.9% 5% False True 425
10 0.7566 0.7405 0.0161 2.2% 0.0059 0.8% 4% False True 291
20 0.7589 0.7405 0.0184 2.5% 0.0053 0.7% 4% False True 213
40 0.7725 0.7405 0.0320 4.3% 0.0053 0.7% 2% False True 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7850
1.618 0.7727
1.000 0.7651
0.618 0.7604
HIGH 0.7528
0.618 0.7481
0.500 0.7467
0.382 0.7452
LOW 0.7405
0.618 0.7329
1.000 0.7282
1.618 0.7206
2.618 0.7083
4.250 0.6882
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 0.7467 0.7472
PP 0.7448 0.7452
S1 0.7430 0.7432

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

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