CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 0.7924 0.7933 0.0009 0.1% 0.7891
High 0.7948 0.7948 0.0000 0.0% 0.7960
Low 0.7909 0.7895 -0.0014 -0.2% 0.7805
Close 0.7932 0.7906 -0.0026 -0.3% 0.7930
Range 0.0039 0.0053 0.0014 35.9% 0.0155
ATR 0.0070 0.0068 -0.0001 -1.7% 0.0000
Volume 54,294 74,305 20,011 36.9% 467,142
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8075 0.8044 0.7935
R3 0.8022 0.7991 0.7921
R2 0.7969 0.7969 0.7916
R1 0.7938 0.7938 0.7911 0.7927
PP 0.7916 0.7916 0.7916 0.7911
S1 0.7885 0.7885 0.7901 0.7874
S2 0.7863 0.7863 0.7896
S3 0.7810 0.7832 0.7891
S4 0.7757 0.7779 0.7877
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8363 0.8302 0.8015
R3 0.8208 0.8147 0.7973
R2 0.8053 0.8053 0.7958
R1 0.7992 0.7992 0.7944 0.8023
PP 0.7898 0.7898 0.7898 0.7914
S1 0.7837 0.7837 0.7916 0.7868
S2 0.7743 0.7743 0.7902
S3 0.7588 0.7682 0.7887
S4 0.7433 0.7527 0.7845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7960 0.7813 0.0147 1.9% 0.0074 0.9% 63% False False 85,099
10 0.7960 0.7805 0.0155 2.0% 0.0069 0.9% 65% False False 89,569
20 0.8061 0.7805 0.0256 3.2% 0.0072 0.9% 39% False False 93,952
40 0.8061 0.7562 0.0499 6.3% 0.0069 0.9% 69% False False 93,504
60 0.8061 0.7362 0.0699 8.8% 0.0063 0.8% 78% False False 72,740
80 0.8061 0.7315 0.0746 9.4% 0.0061 0.8% 79% False False 54,694
100 0.8061 0.7315 0.0746 9.4% 0.0059 0.7% 79% False False 43,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.8087
1.618 0.8034
1.000 0.8001
0.618 0.7981
HIGH 0.7948
0.618 0.7928
0.500 0.7922
0.382 0.7915
LOW 0.7895
0.618 0.7862
1.000 0.7842
1.618 0.7809
2.618 0.7756
4.250 0.7670
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 0.7922 0.7907
PP 0.7916 0.7907
S1 0.7911 0.7906

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

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