CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 0.7450 0.7416 -0.0034 -0.5% 0.7439
High 0.7463 0.7442 -0.0021 -0.3% 0.7503
Low 0.7413 0.7363 -0.0050 -0.7% 0.7410
Close 0.7423 0.7364 -0.0059 -0.8% 0.7432
Range 0.0050 0.0079 0.0029 58.0% 0.0093
ATR 0.0054 0.0056 0.0002 3.3% 0.0000
Volume 953 1,029 76 8.0% 3,424
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7627 0.7574 0.7407
R3 0.7548 0.7495 0.7386
R2 0.7469 0.7469 0.7378
R1 0.7416 0.7416 0.7371 0.7403
PP 0.7390 0.7390 0.7390 0.7383
S1 0.7337 0.7337 0.7357 0.7324
S2 0.7311 0.7311 0.7350
S3 0.7232 0.7258 0.7342
S4 0.7153 0.7179 0.7321
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 0.7363 0.0139 1.9% 0.0057 0.8% 1% False True 858
10 0.7503 0.7363 0.0140 1.9% 0.0057 0.8% 1% False True 762
20 0.7503 0.7315 0.0188 2.6% 0.0054 0.7% 26% False False 597
40 0.7589 0.7315 0.0274 3.7% 0.0053 0.7% 18% False False 405
60 0.7725 0.7315 0.0410 5.6% 0.0053 0.7% 12% False False 313
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 0.0017
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7649
1.618 0.7570
1.000 0.7521
0.618 0.7491
HIGH 0.7442
0.618 0.7412
0.500 0.7403
0.382 0.7393
LOW 0.7363
0.618 0.7314
1.000 0.7284
1.618 0.7235
2.618 0.7156
4.250 0.7027
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 0.7403 0.7413
PP 0.7390 0.7397
S1 0.7377 0.7380

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

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