CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 0.7339 0.7339 0.0000 0.0% 0.7470
High 0.7378 0.7367 -0.0011 -0.1% 0.7538
Low 0.7325 0.7325 0.0000 0.0% 0.7354
Close 0.7349 0.7358 0.0009 0.1% 0.7399
Range 0.0053 0.0042 -0.0011 -20.8% 0.0184
ATR 0.0057 0.0056 -0.0001 -1.9% 0.0000
Volume 703 320 -383 -54.5% 2,653
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 0.7476 0.7459 0.7381
R3 0.7434 0.7417 0.7370
R2 0.7392 0.7392 0.7366
R1 0.7375 0.7375 0.7362 0.7384
PP 0.7350 0.7350 0.7350 0.7354
S1 0.7333 0.7333 0.7354 0.7342
S2 0.7308 0.7308 0.7350
S3 0.7266 0.7291 0.7346
S4 0.7224 0.7249 0.7335
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 0.7411 0.7315 0.0096 1.3% 0.0053 0.7% 45% False False 444
10 0.7538 0.7315 0.0223 3.0% 0.0058 0.8% 19% False False 472
20 0.7589 0.7315 0.0274 3.7% 0.0056 0.8% 16% False False 320
40 0.7725 0.7315 0.0410 5.6% 0.0051 0.7% 10% False False 207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7546
2.618 0.7477
1.618 0.7435
1.000 0.7409
0.618 0.7393
HIGH 0.7367
0.618 0.7351
0.500 0.7346
0.382 0.7341
LOW 0.7325
0.618 0.7299
1.000 0.7283
1.618 0.7257
2.618 0.7215
4.250 0.7146
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 0.7354 0.7355
PP 0.7350 0.7352
S1 0.7346 0.7349

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

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