CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 0.7575 0.7601 0.0026 0.3% 0.7662
High 0.7596 0.7631 0.0035 0.5% 0.7678
Low 0.7572 0.7589 0.0017 0.2% 0.7556
Close 0.7591 0.7622 0.0031 0.4% 0.7587
Range 0.0024 0.0042 0.0018 75.0% 0.0122
ATR 0.0048 0.0048 0.0000 -0.9% 0.0000
Volume 1 96 95 9,500.0% 733
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7740 0.7723 0.7645
R3 0.7698 0.7681 0.7634
R2 0.7656 0.7656 0.7630
R1 0.7639 0.7639 0.7626 0.7648
PP 0.7614 0.7614 0.7614 0.7618
S1 0.7597 0.7597 0.7618 0.7606
S2 0.7572 0.7572 0.7614
S3 0.7530 0.7555 0.7610
S4 0.7488 0.7513 0.7599
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 0.7664 0.7556 0.0108 1.4% 0.0052 0.7% 61% False False 164
10 0.7694 0.7556 0.0138 1.8% 0.0050 0.7% 48% False False 195
20 0.7694 0.7509 0.0185 2.4% 0.0049 0.6% 61% False False 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7741
1.618 0.7699
1.000 0.7673
0.618 0.7657
HIGH 0.7631
0.618 0.7615
0.500 0.7610
0.382 0.7605
LOW 0.7589
0.618 0.7563
1.000 0.7547
1.618 0.7521
2.618 0.7479
4.250 0.7411
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 0.7618 0.7613
PP 0.7614 0.7604
S1 0.7610 0.7595

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

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