CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.7456 0.7463 0.0007 0.1% 0.7385
High 0.7503 0.7494 -0.0009 -0.1% 0.7454
Low 0.7454 0.7431 -0.0023 -0.3% 0.7372
Close 0.7470 0.7472 0.0002 0.0% 0.7443
Range 0.0049 0.0063 0.0014 28.6% 0.0082
ATR 0.0055 0.0055 0.0001 1.1% 0.0000
Volume 711 784 73 10.3% 2,735
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.7655 0.7626 0.7507
R3 0.7592 0.7563 0.7489
R2 0.7529 0.7529 0.7484
R1 0.7500 0.7500 0.7478 0.7515
PP 0.7466 0.7466 0.7466 0.7473
S1 0.7437 0.7437 0.7466 0.7452
S2 0.7403 0.7403 0.7460
S3 0.7340 0.7374 0.7455
S4 0.7277 0.7311 0.7437
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 0.7503 0.7393 0.0110 1.5% 0.0056 0.8% 72% False False 666
10 0.7503 0.7325 0.0178 2.4% 0.0053 0.7% 83% False False 529
20 0.7538 0.7315 0.0223 3.0% 0.0056 0.7% 70% False False 489
40 0.7656 0.7315 0.0341 4.6% 0.0052 0.7% 46% False False 315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7659
1.618 0.7596
1.000 0.7557
0.618 0.7533
HIGH 0.7494
0.618 0.7470
0.500 0.7463
0.382 0.7455
LOW 0.7431
0.618 0.7392
1.000 0.7368
1.618 0.7329
2.618 0.7266
4.250 0.7163
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.7469 0.7469
PP 0.7466 0.7466
S1 0.7463 0.7463

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

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