CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 0.8013 0.7976 -0.0037 -0.5% 0.7950
High 0.8034 0.8007 -0.0027 -0.3% 0.8115
Low 0.7962 0.7946 -0.0016 -0.2% 0.7932
Close 0.7965 0.7977 0.0012 0.2% 0.8052
Range 0.0072 0.0061 -0.0011 -15.3% 0.0183
ATR 0.0067 0.0067 0.0000 -0.7% 0.0000
Volume 88,450 79,485 -8,965 -10.1% 27,813
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8160 0.8129 0.8011
R3 0.8099 0.8068 0.7994
R2 0.8038 0.8038 0.7988
R1 0.8007 0.8007 0.7983 0.8023
PP 0.7977 0.7977 0.7977 0.7984
S1 0.7946 0.7946 0.7971 0.7962
S2 0.7916 0.7916 0.7966
S3 0.7855 0.7885 0.7960
S4 0.7794 0.7824 0.7943
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 0.7946 0.0169 2.1% 0.0061 0.8% 18% False True 46,805
10 0.8115 0.7862 0.0253 3.2% 0.0067 0.8% 45% False False 25,490
20 0.8115 0.7856 0.0259 3.2% 0.0065 0.8% 47% False False 13,139
40 0.8115 0.7796 0.0319 4.0% 0.0068 0.9% 57% False False 6,840
60 0.8115 0.7519 0.0596 7.5% 0.0064 0.8% 77% False False 4,625
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8266
2.618 0.8167
1.618 0.8106
1.000 0.8068
0.618 0.8045
HIGH 0.8007
0.618 0.7984
0.500 0.7977
0.382 0.7969
LOW 0.7946
0.618 0.7908
1.000 0.7885
1.618 0.7847
2.618 0.7786
4.250 0.7687
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 0.7977 0.7993
PP 0.7977 0.7987
S1 0.7977 0.7982

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

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