CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 0.7540 0.7553 0.0013 0.2% 0.7609
High 0.7566 0.7582 0.0016 0.2% 0.7624
Low 0.7525 0.7548 0.0023 0.3% 0.7519
Close 0.7557 0.7571 0.0014 0.2% 0.7557
Range 0.0041 0.0034 -0.0007 -17.1% 0.0105
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 91 73 -18 -19.8% 747
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7669 0.7654 0.7590
R3 0.7635 0.7620 0.7580
R2 0.7601 0.7601 0.7577
R1 0.7586 0.7586 0.7574 0.7594
PP 0.7567 0.7567 0.7567 0.7571
S1 0.7552 0.7552 0.7568 0.7560
S2 0.7533 0.7533 0.7565
S3 0.7499 0.7518 0.7562
S4 0.7465 0.7484 0.7552
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7882 0.7824 0.7615
R3 0.7777 0.7719 0.7586
R2 0.7672 0.7672 0.7576
R1 0.7614 0.7614 0.7567 0.7591
PP 0.7567 0.7567 0.7567 0.7555
S1 0.7509 0.7509 0.7547 0.7486
S2 0.7462 0.7462 0.7538
S3 0.7357 0.7404 0.7528
S4 0.7252 0.7299 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7603 0.7519 0.0084 1.1% 0.0037 0.5% 62% False False 158
10 0.7624 0.7509 0.0115 1.5% 0.0047 0.6% 54% False False 145
20 0.7624 0.7357 0.0267 3.5% 0.0045 0.6% 80% False False 110
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7671
1.618 0.7637
1.000 0.7616
0.618 0.7603
HIGH 0.7582
0.618 0.7569
0.500 0.7565
0.382 0.7561
LOW 0.7548
0.618 0.7527
1.000 0.7514
1.618 0.7493
2.618 0.7459
4.250 0.7404
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 0.7569 0.7564
PP 0.7567 0.7557
S1 0.7565 0.7551

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

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