CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 0.7528 0.7405 -0.0123 -1.6% 0.7544
High 0.7528 0.7413 -0.0115 -1.5% 0.7566
Low 0.7405 0.7369 -0.0036 -0.5% 0.7424
Close 0.7412 0.7385 -0.0027 -0.4% 0.7467
Range 0.0123 0.0044 -0.0079 -64.2% 0.0142
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 897 468 -429 -47.8% 717
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 0.7521 0.7497 0.7409
R3 0.7477 0.7453 0.7397
R2 0.7433 0.7433 0.7393
R1 0.7409 0.7409 0.7389 0.7399
PP 0.7389 0.7389 0.7389 0.7384
S1 0.7365 0.7365 0.7381 0.7355
S2 0.7345 0.7345 0.7377
S3 0.7301 0.7321 0.7373
S4 0.7257 0.7277 0.7361
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 0.7369 0.0169 2.3% 0.0063 0.9% 9% False True 501
10 0.7566 0.7369 0.0197 2.7% 0.0059 0.8% 8% False True 313
20 0.7589 0.7369 0.0220 3.0% 0.0054 0.7% 7% False True 235
40 0.7725 0.7369 0.0356 4.8% 0.0052 0.7% 4% False True 182
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 False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7528
1.618 0.7484
1.000 0.7457
0.618 0.7440
HIGH 0.7413
0.618 0.7396
0.500 0.7391
0.382 0.7386
LOW 0.7369
0.618 0.7342
1.000 0.7325
1.618 0.7298
2.618 0.7254
4.250 0.7182
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 0.7391 0.7454
PP 0.7389 0.7431
S1 0.7387 0.7408

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

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