CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 0.7441 0.7431 -0.0010 -0.1% 0.7439
High 0.7448 0.7459 0.0011 0.1% 0.7503
Low 0.7410 0.7405 -0.0005 -0.1% 0.7410
Close 0.7432 0.7453 0.0021 0.3% 0.7432
Range 0.0038 0.0054 0.0016 42.1% 0.0093
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 623 817 194 31.1% 3,424
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7581 0.7483
R3 0.7547 0.7527 0.7468
R2 0.7493 0.7493 0.7463
R1 0.7473 0.7473 0.7458 0.7483
PP 0.7439 0.7439 0.7439 0.7444
S1 0.7419 0.7419 0.7448 0.7429
S2 0.7385 0.7385 0.7443
S3 0.7331 0.7365 0.7438
S4 0.7277 0.7311 0.7423
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 0.7405 0.0098 1.3% 0.0053 0.7% 49% False True 760
10 0.7503 0.7375 0.0128 1.7% 0.0053 0.7% 61% False False 624
20 0.7538 0.7315 0.0223 3.0% 0.0056 0.7% 62% False False 561
40 0.7616 0.7315 0.0301 4.0% 0.0053 0.7% 46% False False 364
60 0.7725 0.7315 0.0410 5.5% 0.0052 0.7% 34% False False 280
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7600
1.618 0.7546
1.000 0.7513
0.618 0.7492
HIGH 0.7459
0.618 0.7438
0.500 0.7432
0.382 0.7426
LOW 0.7405
0.618 0.7372
1.000 0.7351
1.618 0.7318
2.618 0.7264
4.250 0.7176
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 0.7446 0.7454
PP 0.7439 0.7453
S1 0.7432 0.7453

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

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