CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 0.7991 0.7948 -0.0043 -0.5% 0.8048
High 0.8026 0.8011 -0.0015 -0.2% 0.8050
Low 0.7930 0.7948 0.0018 0.2% 0.7946
Close 0.7945 0.8003 0.0058 0.7% 0.7991
Range 0.0096 0.0063 -0.0033 -34.4% 0.0104
ATR 0.0068 0.0068 0.0000 -0.2% 0.0000
Volume 90,936 85,267 -5,669 -6.2% 328,441
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8176 0.8153 0.8038
R3 0.8113 0.8090 0.8020
R2 0.8050 0.8050 0.8015
R1 0.8027 0.8027 0.8009 0.8039
PP 0.7987 0.7987 0.7987 0.7993
S1 0.7964 0.7964 0.7997 0.7976
S2 0.7924 0.7924 0.7991
S3 0.7861 0.7901 0.7986
S4 0.7798 0.7838 0.7968
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8308 0.8253 0.8048
R3 0.8204 0.8149 0.8020
R2 0.8100 0.8100 0.8010
R1 0.8045 0.8045 0.8001 0.8021
PP 0.7996 0.7996 0.7996 0.7983
S1 0.7941 0.7941 0.7981 0.7917
S2 0.7892 0.7892 0.7972
S3 0.7788 0.7837 0.7962
S4 0.7684 0.7733 0.7934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8034 0.7930 0.0104 1.3% 0.0068 0.9% 70% False False 89,957
10 0.8115 0.7930 0.0185 2.3% 0.0064 0.8% 39% False False 52,731
20 0.8115 0.7856 0.0259 3.2% 0.0066 0.8% 57% False False 27,132
40 0.8115 0.7796 0.0319 4.0% 0.0068 0.8% 65% False False 13,858
60 0.8115 0.7548 0.0567 7.1% 0.0065 0.8% 80% False False 9,310
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8279
2.618 0.8176
1.618 0.8113
1.000 0.8074
0.618 0.8050
HIGH 0.8011
0.618 0.7987
0.500 0.7980
0.382 0.7972
LOW 0.7948
0.618 0.7909
1.000 0.7885
1.618 0.7846
2.618 0.7783
4.250 0.7680
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 0.7995 0.7995
PP 0.7987 0.7987
S1 0.7980 0.7979

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

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