CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 0.7959 0.7940 -0.0019 -0.2% 0.7902
High 0.7978 0.7945 -0.0033 -0.4% 0.8050
Low 0.7929 0.7902 -0.0027 -0.3% 0.7865
Close 0.7956 0.7930 -0.0026 -0.3% 0.7980
Range 0.0049 0.0043 -0.0006 -12.2% 0.0185
ATR 0.0068 0.0067 -0.0001 -1.5% 0.0000
Volume 160 256 96 60.0% 1,893
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8055 0.8035 0.7954
R3 0.8012 0.7992 0.7942
R2 0.7969 0.7969 0.7938
R1 0.7949 0.7949 0.7934 0.7938
PP 0.7926 0.7926 0.7926 0.7920
S1 0.7906 0.7906 0.7926 0.7895
S2 0.7883 0.7883 0.7922
S3 0.7840 0.7863 0.7918
S4 0.7797 0.7820 0.7906
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 0.8028 0.7902 0.0126 1.6% 0.0057 0.7% 22% False True 178
10 0.8050 0.7861 0.0189 2.4% 0.0073 0.9% 37% False False 285
20 0.8050 0.7558 0.0492 6.2% 0.0069 0.9% 76% False False 232
40 0.8050 0.7495 0.0555 7.0% 0.0058 0.7% 78% False False 199
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8128
2.618 0.8058
1.618 0.8015
1.000 0.7988
0.618 0.7972
HIGH 0.7945
0.618 0.7929
0.500 0.7924
0.382 0.7918
LOW 0.7902
0.618 0.7875
1.000 0.7859
1.618 0.7832
2.618 0.7789
4.250 0.7719
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 0.7928 0.7965
PP 0.7926 0.7953
S1 0.7924 0.7942

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

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