CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 0.7662 0.7600 -0.0062 -0.8% 0.7553
High 0.7678 0.7664 -0.0014 -0.2% 0.7694
Low 0.7629 0.7556 -0.0073 -1.0% 0.7548
Close 0.7638 0.7579 -0.0059 -0.8% 0.7666
Range 0.0049 0.0108 0.0059 120.4% 0.0146
ATR 0.0047 0.0051 0.0004 9.3% 0.0000
Volume 10 658 648 6,480.0% 1,202
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7924 0.7859 0.7638
R3 0.7816 0.7751 0.7609
R2 0.7708 0.7708 0.7599
R1 0.7643 0.7643 0.7589 0.7622
PP 0.7600 0.7600 0.7600 0.7589
S1 0.7535 0.7535 0.7569 0.7514
S2 0.7492 0.7492 0.7559
S3 0.7384 0.7427 0.7549
S4 0.7276 0.7319 0.7520
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 0.7556 0.0138 1.8% 0.0062 0.8% 17% False True 341
10 0.7694 0.7519 0.0175 2.3% 0.0049 0.6% 34% False False 256
20 0.7694 0.7495 0.0199 2.6% 0.0047 0.6% 42% False False 176
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 0.0015
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8123
2.618 0.7947
1.618 0.7839
1.000 0.7772
0.618 0.7731
HIGH 0.7664
0.618 0.7623
0.500 0.7610
0.382 0.7597
LOW 0.7556
0.618 0.7489
1.000 0.7448
1.618 0.7381
2.618 0.7273
4.250 0.7097
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 0.7610 0.7625
PP 0.7600 0.7610
S1 0.7589 0.7594

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

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