CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 0.7420 0.7402 -0.0018 -0.2% 0.7385
High 0.7451 0.7454 0.0003 0.0% 0.7454
Low 0.7395 0.7393 -0.0002 0.0% 0.7372
Close 0.7401 0.7443 0.0042 0.6% 0.7443
Range 0.0056 0.0061 0.0005 8.9% 0.0082
ATR 0.0055 0.0055 0.0000 0.8% 0.0000
Volume 911 488 -423 -46.4% 2,735
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7613 0.7589 0.7477
R3 0.7552 0.7528 0.7460
R2 0.7491 0.7491 0.7454
R1 0.7467 0.7467 0.7449 0.7479
PP 0.7430 0.7430 0.7430 0.7436
S1 0.7406 0.7406 0.7437 0.7418
S2 0.7369 0.7369 0.7432
S3 0.7308 0.7345 0.7426
S4 0.7247 0.7284 0.7409
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7669 0.7638 0.7488
R3 0.7587 0.7556 0.7466
R2 0.7505 0.7505 0.7458
R1 0.7474 0.7474 0.7451 0.7490
PP 0.7423 0.7423 0.7423 0.7431
S1 0.7392 0.7392 0.7435 0.7408
S2 0.7341 0.7341 0.7428
S3 0.7259 0.7310 0.7420
S4 0.7177 0.7228 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7454 0.7372 0.0082 1.1% 0.0054 0.7% 87% True False 547
10 0.7454 0.7315 0.0139 1.9% 0.0053 0.7% 92% True False 499
20 0.7566 0.7315 0.0251 3.4% 0.0057 0.8% 51% False False 418
40 0.7656 0.7315 0.0341 4.6% 0.0051 0.7% 38% False False 270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7614
1.618 0.7553
1.000 0.7515
0.618 0.7492
HIGH 0.7454
0.618 0.7431
0.500 0.7424
0.382 0.7416
LOW 0.7393
0.618 0.7355
1.000 0.7332
1.618 0.7294
2.618 0.7233
4.250 0.7134
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 0.7437 0.7434
PP 0.7430 0.7424
S1 0.7424 0.7415

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

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