CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 0.7600 0.7581 -0.0019 -0.3% 0.7553
High 0.7664 0.7598 -0.0066 -0.9% 0.7694
Low 0.7556 0.7562 0.0006 0.1% 0.7548
Close 0.7579 0.7569 -0.0010 -0.1% 0.7666
Range 0.0108 0.0036 -0.0072 -66.7% 0.0146
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 658 51 -607 -92.2% 1,202
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7684 0.7663 0.7589
R3 0.7648 0.7627 0.7579
R2 0.7612 0.7612 0.7576
R1 0.7591 0.7591 0.7572 0.7584
PP 0.7576 0.7576 0.7576 0.7573
S1 0.7555 0.7555 0.7566 0.7548
S2 0.7540 0.7540 0.7562
S3 0.7504 0.7519 0.7559
S4 0.7468 0.7483 0.7549
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% 0.0057 0.8% 9% False False 305
10 0.7694 0.7519 0.0175 2.3% 0.0049 0.6% 29% False False 259
20 0.7694 0.7495 0.0199 2.6% 0.0047 0.6% 37% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7751
2.618 0.7692
1.618 0.7656
1.000 0.7634
0.618 0.7620
HIGH 0.7598
0.618 0.7584
0.500 0.7580
0.382 0.7576
LOW 0.7562
0.618 0.7540
1.000 0.7526
1.618 0.7504
2.618 0.7468
4.250 0.7409
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 0.7580 0.7617
PP 0.7576 0.7601
S1 0.7573 0.7585

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

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