CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 0.7405 0.7379 -0.0026 -0.4% 0.7470
High 0.7413 0.7411 -0.0002 0.0% 0.7538
Low 0.7369 0.7354 -0.0015 -0.2% 0.7354
Close 0.7385 0.7399 0.0014 0.2% 0.7399
Range 0.0044 0.0057 0.0013 29.5% 0.0184
ATR 0.0058 0.0058 0.0000 -0.1% 0.0000
Volume 468 271 -197 -42.1% 2,653
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7559 0.7536 0.7430
R3 0.7502 0.7479 0.7415
R2 0.7445 0.7445 0.7409
R1 0.7422 0.7422 0.7404 0.7434
PP 0.7388 0.7388 0.7388 0.7394
S1 0.7365 0.7365 0.7394 0.7377
S2 0.7331 0.7331 0.7389
S3 0.7274 0.7308 0.7383
S4 0.7217 0.7251 0.7368
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7982 0.7875 0.7500
R3 0.7798 0.7691 0.7450
R2 0.7614 0.7614 0.7433
R1 0.7507 0.7507 0.7416 0.7469
PP 0.7430 0.7430 0.7430 0.7411
S1 0.7323 0.7323 0.7382 0.7285
S2 0.7246 0.7246 0.7365
S3 0.7062 0.7139 0.7348
S4 0.6878 0.6955 0.7298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7538 0.7354 0.0184 2.5% 0.0067 0.9% 24% False True 530
10 0.7566 0.7354 0.0212 2.9% 0.0062 0.8% 21% False True 337
20 0.7589 0.7354 0.0235 3.2% 0.0055 0.7% 19% False True 243
40 0.7725 0.7354 0.0371 5.0% 0.0053 0.7% 12% False True 174
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7560
1.618 0.7503
1.000 0.7468
0.618 0.7446
HIGH 0.7411
0.618 0.7389
0.500 0.7383
0.382 0.7376
LOW 0.7354
0.618 0.7319
1.000 0.7297
1.618 0.7262
2.618 0.7205
4.250 0.7112
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 0.7394 0.7441
PP 0.7388 0.7427
S1 0.7383 0.7413

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

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