CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 0.7360 0.7385 0.0025 0.3% 0.7403
High 0.7405 0.7430 0.0025 0.3% 0.7408
Low 0.7355 0.7372 0.0017 0.2% 0.7315
Close 0.7378 0.7400 0.0022 0.3% 0.7378
Range 0.0050 0.0058 0.0008 16.0% 0.0093
ATR 0.0056 0.0056 0.0000 0.3% 0.0000
Volume 309 732 423 136.9% 2,259
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 0.7575 0.7545 0.7432
R3 0.7517 0.7487 0.7416
R2 0.7459 0.7459 0.7411
R1 0.7429 0.7429 0.7405 0.7444
PP 0.7401 0.7401 0.7401 0.7408
S1 0.7371 0.7371 0.7395 0.7386
S2 0.7343 0.7343 0.7389
S3 0.7285 0.7313 0.7384
S4 0.7227 0.7255 0.7368
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7646 0.7605 0.7429
R3 0.7553 0.7512 0.7404
R2 0.7460 0.7460 0.7395
R1 0.7419 0.7419 0.7387 0.7393
PP 0.7367 0.7367 0.7367 0.7354
S1 0.7326 0.7326 0.7369 0.7300
S2 0.7274 0.7274 0.7361
S3 0.7181 0.7233 0.7352
S4 0.7088 0.7140 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7315 0.0115 1.6% 0.0054 0.7% 74% True False 578
10 0.7538 0.7315 0.0223 3.0% 0.0058 0.8% 38% False False 499
20 0.7575 0.7315 0.0260 3.5% 0.0057 0.8% 33% False False 362
40 0.7725 0.7315 0.0410 5.5% 0.0051 0.7% 21% False False 233
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7582
1.618 0.7524
1.000 0.7488
0.618 0.7466
HIGH 0.7430
0.618 0.7408
0.500 0.7401
0.382 0.7394
LOW 0.7372
0.618 0.7336
1.000 0.7314
1.618 0.7278
2.618 0.7220
4.250 0.7126
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 0.7401 0.7393
PP 0.7401 0.7385
S1 0.7400 0.7378

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

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