CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 0.7580 0.7585 0.0005 0.1% 0.7609
High 0.7607 0.7627 0.0020 0.3% 0.7624
Low 0.7564 0.7566 0.0002 0.0% 0.7519
Close 0.7579 0.7623 0.0044 0.6% 0.7557
Range 0.0043 0.0061 0.0018 41.9% 0.0105
ATR 0.0046 0.0047 0.0001 2.3% 0.0000
Volume 92 229 137 148.9% 747
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7788 0.7767 0.7657
R3 0.7727 0.7706 0.7640
R2 0.7666 0.7666 0.7634
R1 0.7645 0.7645 0.7629 0.7656
PP 0.7605 0.7605 0.7605 0.7611
S1 0.7584 0.7584 0.7617 0.7595
S2 0.7544 0.7544 0.7612
S3 0.7483 0.7523 0.7606
S4 0.7422 0.7462 0.7589
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 0.7627 0.7519 0.0108 1.4% 0.0041 0.5% 96% True False 214
10 0.7627 0.7519 0.0108 1.4% 0.0044 0.6% 96% True False 134
20 0.7627 0.7357 0.0270 3.5% 0.0046 0.6% 99% True False 120
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 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7787
1.618 0.7726
1.000 0.7688
0.618 0.7665
HIGH 0.7627
0.618 0.7604
0.500 0.7597
0.382 0.7589
LOW 0.7566
0.618 0.7528
1.000 0.7505
1.618 0.7467
2.618 0.7406
4.250 0.7307
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 0.7614 0.7611
PP 0.7605 0.7599
S1 0.7597 0.7588

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

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