CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 0.7953 0.7978 0.0025 0.3% 0.7902
High 0.7992 0.7989 -0.0003 0.0% 0.8050
Low 0.7923 0.7943 0.0020 0.3% 0.7865
Close 0.7980 0.7985 0.0005 0.1% 0.7980
Range 0.0069 0.0046 -0.0023 -33.3% 0.0185
ATR 0.0070 0.0068 -0.0002 -2.5% 0.0000
Volume 164 112 -52 -31.7% 1,893
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8110 0.8094 0.8010
R3 0.8064 0.8048 0.7998
R2 0.8018 0.8018 0.7993
R1 0.8002 0.8002 0.7989 0.8010
PP 0.7972 0.7972 0.7972 0.7977
S1 0.7956 0.7956 0.7981 0.7964
S2 0.7926 0.7926 0.7977
S3 0.7880 0.7910 0.7972
S4 0.7834 0.7864 0.7960
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8520 0.8435 0.8082
R3 0.8335 0.8250 0.8031
R2 0.8150 0.8150 0.8014
R1 0.8065 0.8065 0.7997 0.8108
PP 0.7965 0.7965 0.7965 0.7986
S1 0.7880 0.7880 0.7963 0.7923
S2 0.7780 0.7780 0.7946
S3 0.7595 0.7695 0.7929
S4 0.7410 0.7510 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8050 0.7865 0.0185 2.3% 0.0084 1.0% 65% False False 329
10 0.8050 0.7773 0.0277 3.5% 0.0085 1.1% 77% False False 313
20 0.8050 0.7556 0.0494 6.2% 0.0070 0.9% 87% False False 237
40 0.8050 0.7408 0.0642 8.0% 0.0058 0.7% 90% False False 197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8109
1.618 0.8063
1.000 0.8035
0.618 0.8017
HIGH 0.7989
0.618 0.7971
0.500 0.7966
0.382 0.7961
LOW 0.7943
0.618 0.7915
1.000 0.7897
1.618 0.7869
2.618 0.7823
4.250 0.7747
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 0.7979 0.7987
PP 0.7972 0.7986
S1 0.7966 0.7986

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

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