CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 0.7899 0.7942 0.0043 0.5% 0.7575
High 0.7942 0.7970 0.0028 0.4% 0.7818
Low 0.7895 0.7881 -0.0014 -0.2% 0.7572
Close 0.7939 0.7945 0.0006 0.1% 0.7808
Range 0.0047 0.0089 0.0042 89.4% 0.0246
ATR 0.0059 0.0061 0.0002 3.7% 0.0000
Volume 119 504 385 323.5% 768
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8199 0.8161 0.7994
R3 0.8110 0.8072 0.7969
R2 0.8021 0.8021 0.7961
R1 0.7983 0.7983 0.7953 0.8002
PP 0.7932 0.7932 0.7932 0.7942
S1 0.7894 0.7894 0.7937 0.7913
S2 0.7843 0.7843 0.7929
S3 0.7754 0.7805 0.7921
S4 0.7665 0.7716 0.7896
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 0.7970 0.7714 0.0256 3.2% 0.0088 1.1% 90% True False 263
10 0.7970 0.7558 0.0412 5.2% 0.0066 0.8% 94% True False 178
20 0.7970 0.7519 0.0451 5.7% 0.0057 0.7% 94% True False 219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8348
2.618 0.8203
1.618 0.8114
1.000 0.8059
0.618 0.8025
HIGH 0.7970
0.618 0.7936
0.500 0.7926
0.382 0.7915
LOW 0.7881
0.618 0.7826
1.000 0.7792
1.618 0.7737
2.618 0.7648
4.250 0.7503
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 0.7939 0.7921
PP 0.7932 0.7896
S1 0.7926 0.7872

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

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