CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 0.7937 0.7894 -0.0043 -0.5% 0.7918
High 0.7984 0.7939 -0.0045 -0.6% 0.7943
Low 0.7880 0.7862 -0.0018 -0.2% 0.7856
Close 0.7893 0.7939 0.0046 0.6% 0.7926
Range 0.0104 0.0077 -0.0027 -26.0% 0.0087
ATR 0.0066 0.0067 0.0001 1.2% 0.0000
Volume 1,595 1,087 -508 -31.8% 3,432
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8144 0.8119 0.7981
R3 0.8067 0.8042 0.7960
R2 0.7990 0.7990 0.7953
R1 0.7965 0.7965 0.7946 0.7978
PP 0.7913 0.7913 0.7913 0.7920
S1 0.7888 0.7888 0.7932 0.7901
S2 0.7836 0.7836 0.7925
S3 0.7759 0.7811 0.7918
S4 0.7682 0.7734 0.7897
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8169 0.8135 0.7974
R3 0.8082 0.8048 0.7950
R2 0.7995 0.7995 0.7942
R1 0.7961 0.7961 0.7934 0.7978
PP 0.7908 0.7908 0.7908 0.7917
S1 0.7874 0.7874 0.7918 0.7891
S2 0.7821 0.7821 0.7910
S3 0.7734 0.7787 0.7902
S4 0.7647 0.7700 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7984 0.7862 0.0122 1.5% 0.0074 0.9% 63% False True 1,034
10 0.7984 0.7856 0.0128 1.6% 0.0062 0.8% 65% False False 785
20 0.7984 0.7796 0.0188 2.4% 0.0065 0.8% 76% False False 821
40 0.8050 0.7558 0.0492 6.2% 0.0067 0.8% 77% False False 526
60 0.8050 0.7495 0.0555 7.0% 0.0061 0.8% 80% False False 407
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8266
2.618 0.8141
1.618 0.8064
1.000 0.8016
0.618 0.7987
HIGH 0.7939
0.618 0.7910
0.500 0.7901
0.382 0.7891
LOW 0.7862
0.618 0.7814
1.000 0.7785
1.618 0.7737
2.618 0.7660
4.250 0.7535
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 0.7926 0.7934
PP 0.7913 0.7928
S1 0.7901 0.7923

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

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