CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 08-Sep-2017
Day Change Summary
Previous Current
07-Sep-2017 08-Sep-2017 Change Change % Previous Week
Open 0.7995 0.8036 0.0041 0.5% 0.7950
High 0.8039 0.8115 0.0076 0.9% 0.8115
Low 0.7964 0.8034 0.0070 0.9% 0.7932
Close 0.8020 0.8052 0.0032 0.4% 0.8052
Range 0.0075 0.0081 0.0006 8.0% 0.0183
ATR 0.0068 0.0070 0.0002 2.8% 0.0000
Volume 8,810 11,236 2,426 27.5% 27,813
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8310 0.8262 0.8097
R3 0.8229 0.8181 0.8074
R2 0.8148 0.8148 0.8067
R1 0.8100 0.8100 0.8059 0.8124
PP 0.8067 0.8067 0.8067 0.8079
S1 0.8019 0.8019 0.8045 0.8043
S2 0.7986 0.7986 0.8037
S3 0.7905 0.7938 0.8030
S4 0.7824 0.7857 0.8007
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8582 0.8500 0.8153
R3 0.8399 0.8317 0.8102
R2 0.8216 0.8216 0.8086
R1 0.8134 0.8134 0.8069 0.8175
PP 0.8033 0.8033 0.8033 0.8054
S1 0.7951 0.7951 0.8035 0.7992
S2 0.7850 0.7850 0.8018
S3 0.7667 0.7768 0.8002
S4 0.7484 0.7585 0.7951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8115 0.7911 0.0204 2.5% 0.0074 0.9% 69% True False 6,204
10 0.8115 0.7862 0.0253 3.1% 0.0074 0.9% 75% True False 3,619
20 0.8115 0.7796 0.0319 4.0% 0.0070 0.9% 80% True False 2,215
40 0.8115 0.7714 0.0401 5.0% 0.0071 0.9% 84% True False 1,290
60 0.8115 0.7519 0.0596 7.4% 0.0063 0.8% 89% True False 916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8459
2.618 0.8327
1.618 0.8246
1.000 0.8196
0.618 0.8165
HIGH 0.8115
0.618 0.8084
0.500 0.8075
0.382 0.8065
LOW 0.8034
0.618 0.7984
1.000 0.7953
1.618 0.7903
2.618 0.7822
4.250 0.7690
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 0.8075 0.8046
PP 0.8067 0.8040
S1 0.8060 0.8035

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

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