CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 0.7625 0.7673 0.0048 0.6% 0.7553
High 0.7669 0.7694 0.0025 0.3% 0.7694
Low 0.7620 0.7652 0.0032 0.4% 0.7548
Close 0.7661 0.7666 0.0005 0.1% 0.7666
Range 0.0049 0.0042 -0.0007 -14.3% 0.0146
ATR 0.0047 0.0047 0.0000 -0.8% 0.0000
Volume 633 175 -458 -72.4% 1,202
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7797 0.7773 0.7689
R3 0.7755 0.7731 0.7678
R2 0.7713 0.7713 0.7674
R1 0.7689 0.7689 0.7670 0.7680
PP 0.7671 0.7671 0.7671 0.7666
S1 0.7647 0.7647 0.7662 0.7638
S2 0.7629 0.7629 0.7658
S3 0.7587 0.7605 0.7654
S4 0.7545 0.7563 0.7643
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8074 0.8016 0.7746
R3 0.7928 0.7870 0.7706
R2 0.7782 0.7782 0.7693
R1 0.7724 0.7724 0.7679 0.7753
PP 0.7636 0.7636 0.7636 0.7651
S1 0.7578 0.7578 0.7653 0.7607
S2 0.7490 0.7490 0.7639
S3 0.7344 0.7432 0.7626
S4 0.7198 0.7286 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7548 0.0146 1.9% 0.0046 0.6% 81% True False 240
10 0.7694 0.7519 0.0175 2.3% 0.0043 0.6% 84% True False 194
20 0.7694 0.7408 0.0286 3.7% 0.0046 0.6% 90% True False 157
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7804
1.618 0.7762
1.000 0.7736
0.618 0.7720
HIGH 0.7694
0.618 0.7678
0.500 0.7673
0.382 0.7668
LOW 0.7652
0.618 0.7626
1.000 0.7610
1.618 0.7584
2.618 0.7542
4.250 0.7473
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 0.7673 0.7654
PP 0.7671 0.7642
S1 0.7668 0.7630

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

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