CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 0.7403 0.7378 -0.0025 -0.3% 0.7470
High 0.7408 0.7382 -0.0026 -0.4% 0.7538
Low 0.7364 0.7315 -0.0049 -0.7% 0.7354
Close 0.7373 0.7322 -0.0051 -0.7% 0.7399
Range 0.0044 0.0067 0.0023 52.3% 0.0184
ATR 0.0057 0.0057 0.0001 1.3% 0.0000
Volume 101 826 725 717.8% 2,653
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 0.7541 0.7498 0.7359
R3 0.7474 0.7431 0.7340
R2 0.7407 0.7407 0.7334
R1 0.7364 0.7364 0.7328 0.7352
PP 0.7340 0.7340 0.7340 0.7334
S1 0.7297 0.7297 0.7316 0.7285
S2 0.7273 0.7273 0.7310
S3 0.7206 0.7230 0.7304
S4 0.7139 0.7163 0.7285
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 0.7528 0.7315 0.0213 2.9% 0.0067 0.9% 3% False True 512
10 0.7542 0.7315 0.0227 3.1% 0.0064 0.9% 3% False True 413
20 0.7589 0.7315 0.0274 3.7% 0.0056 0.8% 3% False True 277
40 0.7725 0.7315 0.0410 5.6% 0.0053 0.7% 2% False True 197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7557
1.618 0.7490
1.000 0.7449
0.618 0.7423
HIGH 0.7382
0.618 0.7356
0.500 0.7349
0.382 0.7341
LOW 0.7315
0.618 0.7274
1.000 0.7248
1.618 0.7207
2.618 0.7140
4.250 0.7030
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 0.7349 0.7363
PP 0.7340 0.7349
S1 0.7331 0.7336

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

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