CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 0.7601 0.7637 0.0036 0.5% 0.7662
High 0.7631 0.7669 0.0038 0.5% 0.7678
Low 0.7589 0.7628 0.0039 0.5% 0.7556
Close 0.7622 0.7667 0.0045 0.6% 0.7587
Range 0.0042 0.0041 -0.0001 -2.4% 0.0122
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 96 183 87 90.6% 733
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7778 0.7763 0.7690
R3 0.7737 0.7722 0.7678
R2 0.7696 0.7696 0.7675
R1 0.7681 0.7681 0.7671 0.7689
PP 0.7655 0.7655 0.7655 0.7658
S1 0.7640 0.7640 0.7663 0.7648
S2 0.7614 0.7614 0.7659
S3 0.7573 0.7599 0.7656
S4 0.7532 0.7558 0.7644
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 0.7669 0.7558 0.0111 1.4% 0.0038 0.5% 98% True False 69
10 0.7694 0.7556 0.0138 1.8% 0.0050 0.7% 80% False False 205
20 0.7694 0.7518 0.0176 2.3% 0.0049 0.6% 85% False False 173
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7776
1.618 0.7735
1.000 0.7710
0.618 0.7694
HIGH 0.7669
0.618 0.7653
0.500 0.7649
0.382 0.7644
LOW 0.7628
0.618 0.7603
1.000 0.7587
1.618 0.7562
2.618 0.7521
4.250 0.7454
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 0.7661 0.7652
PP 0.7655 0.7636
S1 0.7649 0.7621

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

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