CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 0.7877 0.7918 0.0041 0.5% 0.7883
High 0.7931 0.7938 0.0007 0.1% 0.7949
Low 0.7857 0.7900 0.0043 0.5% 0.7796
Close 0.7921 0.7923 0.0002 0.0% 0.7921
Range 0.0074 0.0038 -0.0036 -48.6% 0.0153
ATR 0.0070 0.0067 -0.0002 -3.2% 0.0000
Volume 478 394 -84 -17.6% 4,816
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8034 0.8017 0.7944
R3 0.7996 0.7979 0.7933
R2 0.7958 0.7958 0.7930
R1 0.7941 0.7941 0.7926 0.7950
PP 0.7920 0.7920 0.7920 0.7925
S1 0.7903 0.7903 0.7920 0.7912
S2 0.7882 0.7882 0.7916
S3 0.7844 0.7865 0.7913
S4 0.7806 0.7827 0.7902
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8348 0.8287 0.8005
R3 0.8195 0.8134 0.7963
R2 0.8042 0.8042 0.7949
R1 0.7981 0.7981 0.7935 0.8012
PP 0.7889 0.7889 0.7889 0.7904
S1 0.7828 0.7828 0.7907 0.7859
S2 0.7736 0.7736 0.7893
S3 0.7583 0.7675 0.7879
S4 0.7430 0.7522 0.7837
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% 0.0075 0.9% 83% False False 962
10 0.7949 0.7796 0.0153 1.9% 0.0067 0.8% 83% False False 839
20 0.8050 0.7796 0.0254 3.2% 0.0070 0.9% 50% False False 585
40 0.8050 0.7548 0.0502 6.3% 0.0065 0.8% 75% False False 400
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 0.0020
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.8037
1.618 0.7999
1.000 0.7976
0.618 0.7961
HIGH 0.7938
0.618 0.7923
0.500 0.7919
0.382 0.7915
LOW 0.7900
0.618 0.7877
1.000 0.7862
1.618 0.7839
2.618 0.7801
4.250 0.7739
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 0.7922 0.7916
PP 0.7920 0.7910
S1 0.7919 0.7903

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

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