CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 0.7431 0.7450 0.0019 0.3% 0.7439
High 0.7459 0.7463 0.0004 0.1% 0.7503
Low 0.7405 0.7413 0.0008 0.1% 0.7410
Close 0.7453 0.7423 -0.0030 -0.4% 0.7432
Range 0.0054 0.0050 -0.0004 -7.4% 0.0093
ATR 0.0055 0.0054 0.0000 -0.6% 0.0000
Volume 817 953 136 16.6% 3,424
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 0.7583 0.7553 0.7451
R3 0.7533 0.7503 0.7437
R2 0.7483 0.7483 0.7432
R1 0.7453 0.7453 0.7428 0.7443
PP 0.7433 0.7433 0.7433 0.7428
S1 0.7403 0.7403 0.7418 0.7393
S2 0.7383 0.7383 0.7414
S3 0.7333 0.7353 0.7409
S4 0.7283 0.7303 0.7396
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 0.7502 0.7405 0.0097 1.3% 0.0054 0.7% 19% False False 809
10 0.7503 0.7375 0.0128 1.7% 0.0054 0.7% 38% False False 699
20 0.7528 0.7315 0.0213 2.9% 0.0056 0.8% 51% False False 591
40 0.7591 0.7315 0.0276 3.7% 0.0053 0.7% 39% False False 381
60 0.7725 0.7315 0.0410 5.5% 0.0053 0.7% 26% False False 296
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7594
1.618 0.7544
1.000 0.7513
0.618 0.7494
HIGH 0.7463
0.618 0.7444
0.500 0.7438
0.382 0.7432
LOW 0.7413
0.618 0.7382
1.000 0.7363
1.618 0.7332
2.618 0.7282
4.250 0.7201
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 0.7438 0.7434
PP 0.7433 0.7430
S1 0.7428 0.7427

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

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