CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.7714 0.7811 0.0097 1.3% 0.7575
High 0.7818 0.7825 0.0007 0.1% 0.7818
Low 0.7714 0.7777 0.0063 0.8% 0.7572
Close 0.7808 0.7785 -0.0023 -0.3% 0.7808
Range 0.0104 0.0048 -0.0056 -53.8% 0.0246
ATR 0.0053 0.0052 0.0000 -0.6% 0.0000
Volume 314 107 -207 -65.9% 768
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7940 0.7910 0.7811
R3 0.7892 0.7862 0.7798
R2 0.7844 0.7844 0.7794
R1 0.7814 0.7814 0.7789 0.7805
PP 0.7796 0.7796 0.7796 0.7791
S1 0.7766 0.7766 0.7781 0.7757
S2 0.7748 0.7748 0.7776
S3 0.7700 0.7718 0.7772
S4 0.7652 0.7670 0.7759
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8471 0.8385 0.7943
R3 0.8225 0.8139 0.7876
R2 0.7979 0.7979 0.7853
R1 0.7893 0.7893 0.7831 0.7936
PP 0.7733 0.7733 0.7733 0.7754
S1 0.7647 0.7647 0.7785 0.7690
S2 0.7487 0.7487 0.7763
S3 0.7241 0.7401 0.7740
S4 0.6995 0.7155 0.7673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7589 0.0236 3.0% 0.0059 0.8% 83% True False 174
10 0.7825 0.7556 0.0269 3.5% 0.0056 0.7% 85% True False 160
20 0.7825 0.7519 0.0306 3.9% 0.0049 0.6% 87% True False 177
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7951
1.618 0.7903
1.000 0.7873
0.618 0.7855
HIGH 0.7825
0.618 0.7807
0.500 0.7801
0.382 0.7795
LOW 0.7777
0.618 0.7747
1.000 0.7729
1.618 0.7699
2.618 0.7651
4.250 0.7573
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.7801 0.7771
PP 0.7796 0.7757
S1 0.7790 0.7744

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

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