CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 0.7488 0.7441 -0.0047 -0.6% 0.7439
High 0.7502 0.7448 -0.0054 -0.7% 0.7503
Low 0.7439 0.7410 -0.0029 -0.4% 0.7410
Close 0.7443 0.7432 -0.0011 -0.1% 0.7432
Range 0.0063 0.0038 -0.0025 -39.7% 0.0093
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 869 623 -246 -28.3% 3,424
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7544 0.7526 0.7453
R3 0.7506 0.7488 0.7442
R2 0.7468 0.7468 0.7439
R1 0.7450 0.7450 0.7435 0.7440
PP 0.7430 0.7430 0.7430 0.7425
S1 0.7412 0.7412 0.7429 0.7402
S2 0.7392 0.7392 0.7425
S3 0.7354 0.7374 0.7422
S4 0.7316 0.7336 0.7411
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7727 0.7673 0.7483
R3 0.7634 0.7580 0.7458
R2 0.7541 0.7541 0.7449
R1 0.7487 0.7487 0.7441 0.7468
PP 0.7448 0.7448 0.7448 0.7439
S1 0.7394 0.7394 0.7423 0.7375
S2 0.7355 0.7355 0.7415
S3 0.7262 0.7301 0.7406
S4 0.7169 0.7208 0.7381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7503 0.7410 0.0093 1.3% 0.0053 0.7% 24% False True 684
10 0.7503 0.7372 0.0131 1.8% 0.0054 0.7% 46% False False 615
20 0.7538 0.7315 0.0223 3.0% 0.0056 0.8% 52% False False 553
40 0.7639 0.7315 0.0324 4.4% 0.0053 0.7% 36% False False 345
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7609
2.618 0.7547
1.618 0.7509
1.000 0.7486
0.618 0.7471
HIGH 0.7448
0.618 0.7433
0.500 0.7429
0.382 0.7425
LOW 0.7410
0.618 0.7387
1.000 0.7372
1.618 0.7349
2.618 0.7311
4.250 0.7249
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 0.7431 0.7456
PP 0.7430 0.7448
S1 0.7429 0.7440

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

View Archives - Comment on this page... - Back to Index of Symbols