CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 0.7894 0.7935 0.0041 0.5% 0.7926
High 0.7939 0.7986 0.0047 0.6% 0.7986
Low 0.7862 0.7911 0.0049 0.6% 0.7862
Close 0.7939 0.7958 0.0019 0.2% 0.7958
Range 0.0077 0.0075 -0.0002 -2.6% 0.0124
ATR 0.0067 0.0067 0.0001 0.9% 0.0000
Volume 1,087 3,207 2,120 195.0% 7,147
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8177 0.8142 0.7999
R3 0.8102 0.8067 0.7979
R2 0.8027 0.8027 0.7972
R1 0.7992 0.7992 0.7965 0.8010
PP 0.7952 0.7952 0.7952 0.7960
S1 0.7917 0.7917 0.7951 0.7935
S2 0.7877 0.7877 0.7944
S3 0.7802 0.7842 0.7937
S4 0.7727 0.7767 0.7917
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8307 0.8257 0.8026
R3 0.8183 0.8133 0.7992
R2 0.8059 0.8059 0.7981
R1 0.8009 0.8009 0.7969 0.8034
PP 0.7935 0.7935 0.7935 0.7948
S1 0.7885 0.7885 0.7947 0.7910
S2 0.7811 0.7811 0.7935
S3 0.7687 0.7761 0.7924
S4 0.7563 0.7637 0.7890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7986 0.7862 0.0124 1.6% 0.0076 0.9% 77% True False 1,429
10 0.7986 0.7856 0.0130 1.6% 0.0062 0.8% 78% True False 1,057
20 0.7986 0.7796 0.0190 2.4% 0.0065 0.8% 85% True False 950
40 0.8050 0.7572 0.0478 6.0% 0.0068 0.9% 81% False False 606
60 0.8050 0.7495 0.0555 7.0% 0.0061 0.8% 83% False False 460
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8305
2.618 0.8182
1.618 0.8107
1.000 0.8061
0.618 0.8032
HIGH 0.7986
0.618 0.7957
0.500 0.7949
0.382 0.7940
LOW 0.7911
0.618 0.7865
1.000 0.7836
1.618 0.7790
2.618 0.7715
4.250 0.7592
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 0.7955 0.7947
PP 0.7952 0.7935
S1 0.7949 0.7924

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

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