CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 0.7809 0.7914 0.0105 1.3% 0.7917
High 0.7921 0.7949 0.0028 0.4% 0.7935
Low 0.7805 0.7869 0.0064 0.8% 0.7827
Close 0.7905 0.7893 -0.0012 -0.2% 0.7883
Range 0.0116 0.0080 -0.0036 -31.0% 0.0108
ATR 0.0068 0.0069 0.0001 1.2% 0.0000
Volume 1,136 1,134 -2 -0.2% 3,610
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8144 0.8098 0.7937
R3 0.8064 0.8018 0.7915
R2 0.7984 0.7984 0.7908
R1 0.7938 0.7938 0.7900 0.7921
PP 0.7904 0.7904 0.7904 0.7895
S1 0.7858 0.7858 0.7886 0.7841
S2 0.7824 0.7824 0.7878
S3 0.7744 0.7778 0.7871
S4 0.7664 0.7698 0.7849
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 0.7949 0.7796 0.0153 1.9% 0.0081 1.0% 63% True False 1,087
10 0.7966 0.7796 0.0170 2.2% 0.0069 0.9% 57% False False 858
20 0.8050 0.7796 0.0254 3.2% 0.0071 0.9% 38% False False 571
40 0.8050 0.7519 0.0531 6.7% 0.0064 0.8% 70% False False 395
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8289
2.618 0.8158
1.618 0.8078
1.000 0.8029
0.618 0.7998
HIGH 0.7949
0.618 0.7918
0.500 0.7909
0.382 0.7900
LOW 0.7869
0.618 0.7820
1.000 0.7789
1.618 0.7740
2.618 0.7660
4.250 0.7529
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 0.7909 0.7886
PP 0.7904 0.7879
S1 0.7898 0.7873

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

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