CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 0.7923 0.7901 -0.0022 -0.3% 0.7883
High 0.7938 0.7906 -0.0032 -0.4% 0.7949
Low 0.7887 0.7870 -0.0017 -0.2% 0.7796
Close 0.7897 0.7896 -0.0001 0.0% 0.7921
Range 0.0051 0.0036 -0.0015 -29.4% 0.0153
ATR 0.0066 0.0064 -0.0002 -3.3% 0.0000
Volume 451 1,090 639 141.7% 4,816
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7999 0.7983 0.7916
R3 0.7963 0.7947 0.7906
R2 0.7927 0.7927 0.7903
R1 0.7911 0.7911 0.7899 0.7901
PP 0.7891 0.7891 0.7891 0.7886
S1 0.7875 0.7875 0.7893 0.7865
S2 0.7855 0.7855 0.7889
S3 0.7819 0.7839 0.7886
S4 0.7783 0.7803 0.7876
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 0.7857 0.0092 1.2% 0.0056 0.7% 42% False False 709
10 0.7949 0.7796 0.0153 1.9% 0.0064 0.8% 65% False False 852
20 0.8050 0.7796 0.0254 3.2% 0.0064 0.8% 39% False False 608
40 0.8050 0.7556 0.0494 6.3% 0.0066 0.8% 69% False False 434
60 0.8050 0.7357 0.0693 8.8% 0.0059 0.7% 78% False False 327
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8059
2.618 0.8000
1.618 0.7964
1.000 0.7942
0.618 0.7928
HIGH 0.7906
0.618 0.7892
0.500 0.7888
0.382 0.7884
LOW 0.7870
0.618 0.7848
1.000 0.7834
1.618 0.7812
2.618 0.7776
4.250 0.7717
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 0.7893 0.7904
PP 0.7891 0.7901
S1 0.7888 0.7899

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

View Archives - Comment on this page... - Back to Index of Symbols