CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 0.7379 0.7403 0.0024 0.3% 0.7470
High 0.7411 0.7408 -0.0003 0.0% 0.7538
Low 0.7354 0.7364 0.0010 0.1% 0.7354
Close 0.7399 0.7373 -0.0026 -0.4% 0.7399
Range 0.0057 0.0044 -0.0013 -22.8% 0.0184
ATR 0.0058 0.0057 -0.0001 -1.7% 0.0000
Volume 271 101 -170 -62.7% 2,653
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 0.7514 0.7487 0.7397
R3 0.7470 0.7443 0.7385
R2 0.7426 0.7426 0.7381
R1 0.7399 0.7399 0.7377 0.7391
PP 0.7382 0.7382 0.7382 0.7377
S1 0.7355 0.7355 0.7369 0.7347
S2 0.7338 0.7338 0.7365
S3 0.7294 0.7311 0.7361
S4 0.7250 0.7267 0.7349
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% 0.0062 0.8% 10% False False 420
10 0.7552 0.7354 0.0198 2.7% 0.0062 0.8% 10% False False 337
20 0.7589 0.7354 0.0235 3.2% 0.0054 0.7% 8% False False 243
40 0.7725 0.7354 0.0371 5.0% 0.0053 0.7% 5% False False 176
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7523
1.618 0.7479
1.000 0.7452
0.618 0.7435
HIGH 0.7408
0.618 0.7391
0.500 0.7386
0.382 0.7381
LOW 0.7364
0.618 0.7337
1.000 0.7320
1.618 0.7293
2.618 0.7249
4.250 0.7177
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 0.7386 0.7384
PP 0.7382 0.7380
S1 0.7377 0.7377

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

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