CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 0.7811 0.7777 -0.0034 -0.4% 0.7575
High 0.7825 0.7925 0.0100 1.3% 0.7818
Low 0.7777 0.7773 -0.0004 -0.1% 0.7572
Close 0.7785 0.7907 0.0122 1.6% 0.7808
Range 0.0048 0.0152 0.0104 216.7% 0.0246
ATR 0.0052 0.0060 0.0007 13.6% 0.0000
Volume 107 275 168 157.0% 768
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8324 0.8268 0.7991
R3 0.8172 0.8116 0.7949
R2 0.8020 0.8020 0.7935
R1 0.7964 0.7964 0.7921 0.7992
PP 0.7868 0.7868 0.7868 0.7883
S1 0.7812 0.7812 0.7893 0.7840
S2 0.7716 0.7716 0.7879
S3 0.7564 0.7660 0.7865
S4 0.7412 0.7508 0.7823
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 0.7925 0.7628 0.0297 3.8% 0.0081 1.0% 94% True False 210
10 0.7925 0.7556 0.0369 4.7% 0.0066 0.8% 95% True False 187
20 0.7925 0.7519 0.0406 5.1% 0.0055 0.7% 96% True False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8571
2.618 0.8323
1.618 0.8171
1.000 0.8077
0.618 0.8019
HIGH 0.7925
0.618 0.7867
0.500 0.7849
0.382 0.7831
LOW 0.7773
0.618 0.7679
1.000 0.7621
1.618 0.7527
2.618 0.7375
4.250 0.7127
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 0.7888 0.7878
PP 0.7868 0.7849
S1 0.7849 0.7820

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

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