CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 0.7883 0.7838 -0.0045 -0.6% 0.7917
High 0.7904 0.7863 -0.0041 -0.5% 0.7935
Low 0.7832 0.7796 -0.0036 -0.5% 0.7827
Close 0.7846 0.7806 -0.0040 -0.5% 0.7883
Range 0.0072 0.0067 -0.0005 -6.9% 0.0108
ATR 0.0064 0.0065 0.0000 0.3% 0.0000
Volume 399 1,669 1,270 318.3% 3,610
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8023 0.7981 0.7843
R3 0.7956 0.7914 0.7824
R2 0.7889 0.7889 0.7818
R1 0.7847 0.7847 0.7812 0.7835
PP 0.7822 0.7822 0.7822 0.7815
S1 0.7780 0.7780 0.7800 0.7768
S2 0.7755 0.7755 0.7794
S3 0.7688 0.7713 0.7788
S4 0.7621 0.7646 0.7769
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8206 0.8152 0.7942
R3 0.8098 0.8044 0.7913
R2 0.7990 0.7990 0.7903
R1 0.7936 0.7936 0.7893 0.7909
PP 0.7882 0.7882 0.7882 0.7868
S1 0.7828 0.7828 0.7873 0.7801
S2 0.7774 0.7774 0.7863
S3 0.7666 0.7720 0.7853
S4 0.7558 0.7612 0.7824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7796 0.0108 1.4% 0.0061 0.8% 9% False True 1,007
10 0.7978 0.7796 0.0182 2.3% 0.0059 0.8% 5% False True 672
20 0.8050 0.7796 0.0254 3.3% 0.0068 0.9% 4% False True 489
40 0.8050 0.7519 0.0531 6.8% 0.0061 0.8% 54% False False 339
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8038
1.618 0.7971
1.000 0.7930
0.618 0.7904
HIGH 0.7863
0.618 0.7837
0.500 0.7830
0.382 0.7822
LOW 0.7796
0.618 0.7755
1.000 0.7729
1.618 0.7688
2.618 0.7621
4.250 0.7511
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 0.7830 0.7850
PP 0.7822 0.7835
S1 0.7814 0.7821

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

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