CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 0.7560 0.7575 0.0015 0.2% 0.7662
High 0.7606 0.7596 -0.0010 -0.1% 0.7678
Low 0.7558 0.7572 0.0014 0.2% 0.7556
Close 0.7587 0.7591 0.0004 0.1% 0.7587
Range 0.0048 0.0024 -0.0024 -50.0% 0.0122
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 14 1 -13 -92.9% 733
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7658 0.7649 0.7604
R3 0.7634 0.7625 0.7598
R2 0.7610 0.7610 0.7595
R1 0.7601 0.7601 0.7593 0.7605
PP 0.7586 0.7586 0.7586 0.7589
S1 0.7577 0.7577 0.7589 0.7582
S2 0.7562 0.7562 0.7587
S3 0.7538 0.7553 0.7584
S4 0.7514 0.7529 0.7578
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7973 0.7902 0.7654
R3 0.7851 0.7780 0.7621
R2 0.7729 0.7729 0.7609
R1 0.7658 0.7658 0.7598 0.7633
PP 0.7607 0.7607 0.7607 0.7594
S1 0.7536 0.7536 0.7576 0.7511
S2 0.7485 0.7485 0.7565
S3 0.7363 0.7414 0.7553
S4 0.7241 0.7292 0.7520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7556 0.0122 1.6% 0.0053 0.7% 29% False False 146
10 0.7694 0.7548 0.0146 1.9% 0.0049 0.7% 29% False False 193
20 0.7694 0.7508 0.0186 2.5% 0.0048 0.6% 45% False False 166
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 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7698
2.618 0.7659
1.618 0.7635
1.000 0.7620
0.618 0.7611
HIGH 0.7596
0.618 0.7587
0.500 0.7584
0.382 0.7581
LOW 0.7572
0.618 0.7557
1.000 0.7548
1.618 0.7533
2.618 0.7509
4.250 0.7470
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 0.7589 0.7588
PP 0.7586 0.7585
S1 0.7584 0.7582

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

View Archives - Comment on this page... - Back to Index of Symbols