CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 0.7410 0.7408 -0.0002 0.0% 0.7403
High 0.7423 0.7428 0.0005 0.1% 0.7408
Low 0.7381 0.7375 -0.0006 -0.1% 0.7315
Close 0.7413 0.7410 -0.0003 0.0% 0.7378
Range 0.0042 0.0053 0.0011 26.2% 0.0093
ATR 0.0055 0.0055 0.0000 -0.2% 0.0000
Volume 206 398 192 93.2% 2,259
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 0.7563 0.7540 0.7439
R3 0.7510 0.7487 0.7425
R2 0.7457 0.7457 0.7420
R1 0.7434 0.7434 0.7415 0.7446
PP 0.7404 0.7404 0.7404 0.7410
S1 0.7381 0.7381 0.7405 0.7393
S2 0.7351 0.7351 0.7400
S3 0.7298 0.7328 0.7395
S4 0.7245 0.7275 0.7381
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 0.7325 0.0105 1.4% 0.0049 0.7% 81% False False 393
10 0.7430 0.7315 0.0115 1.6% 0.0051 0.7% 83% False False 433
20 0.7566 0.7315 0.0251 3.4% 0.0055 0.7% 38% False False 362
40 0.7661 0.7315 0.0346 4.7% 0.0051 0.7% 27% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7567
1.618 0.7514
1.000 0.7481
0.618 0.7461
HIGH 0.7428
0.618 0.7408
0.500 0.7402
0.382 0.7395
LOW 0.7375
0.618 0.7342
1.000 0.7322
1.618 0.7289
2.618 0.7236
4.250 0.7150
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 0.7407 0.7407
PP 0.7404 0.7404
S1 0.7402 0.7401

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

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