CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 0.7402 0.7439 0.0037 0.5% 0.7385
High 0.7454 0.7475 0.0021 0.3% 0.7454
Low 0.7393 0.7422 0.0029 0.4% 0.7372
Close 0.7443 0.7462 0.0019 0.3% 0.7443
Range 0.0061 0.0053 -0.0008 -13.1% 0.0082
ATR 0.0055 0.0055 0.0000 -0.3% 0.0000
Volume 488 437 -51 -10.5% 2,735
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 0.7612 0.7590 0.7491
R3 0.7559 0.7537 0.7477
R2 0.7506 0.7506 0.7472
R1 0.7484 0.7484 0.7467 0.7495
PP 0.7453 0.7453 0.7453 0.7459
S1 0.7431 0.7431 0.7457 0.7442
S2 0.7400 0.7400 0.7452
S3 0.7347 0.7378 0.7447
S4 0.7294 0.7325 0.7433
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 0.7475 0.7375 0.0100 1.3% 0.0053 0.7% 87% True False 488
10 0.7475 0.7315 0.0160 2.1% 0.0054 0.7% 92% True False 533
20 0.7552 0.7315 0.0237 3.2% 0.0058 0.8% 62% False False 435
40 0.7656 0.7315 0.0341 4.6% 0.0052 0.7% 43% False False 281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7614
1.618 0.7561
1.000 0.7528
0.618 0.7508
HIGH 0.7475
0.618 0.7455
0.500 0.7449
0.382 0.7442
LOW 0.7422
0.618 0.7389
1.000 0.7369
1.618 0.7336
2.618 0.7283
4.250 0.7197
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 0.7458 0.7453
PP 0.7453 0.7443
S1 0.7449 0.7434

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

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