CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 0.7998 0.8027 0.0029 0.4% 0.8048
High 0.8096 0.8027 -0.0069 -0.9% 0.8050
Low 0.7978 0.7909 -0.0069 -0.9% 0.7946
Close 0.8005 0.7922 -0.0083 -1.0% 0.7991
Range 0.0118 0.0118 0.0000 0.0% 0.0104
ATR 0.0071 0.0075 0.0003 4.7% 0.0000
Volume 136,089 147,960 11,871 8.7% 328,441
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8307 0.8232 0.7987
R3 0.8189 0.8114 0.7954
R2 0.8071 0.8071 0.7944
R1 0.7996 0.7996 0.7933 0.7975
PP 0.7953 0.7953 0.7953 0.7942
S1 0.7878 0.7878 0.7911 0.7857
S2 0.7835 0.7835 0.7900
S3 0.7717 0.7760 0.7890
S4 0.7599 0.7642 0.7857
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 0.8096 0.7909 0.0187 2.4% 0.0089 1.1% 7% False True 113,180
10 0.8115 0.7909 0.0206 2.6% 0.0075 0.9% 6% False True 79,992
20 0.8115 0.7856 0.0259 3.3% 0.0073 0.9% 25% False False 41,257
40 0.8115 0.7796 0.0319 4.0% 0.0069 0.9% 39% False False 20,933
60 0.8115 0.7556 0.0559 7.1% 0.0068 0.9% 65% False False 14,042
80 0.8115 0.7357 0.0758 9.6% 0.0062 0.8% 75% False False 10,560
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8528
2.618 0.8336
1.618 0.8218
1.000 0.8145
0.618 0.8100
HIGH 0.8027
0.618 0.7982
0.500 0.7968
0.382 0.7954
LOW 0.7909
0.618 0.7836
1.000 0.7791
1.618 0.7718
2.618 0.7600
4.250 0.7408
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 0.7968 0.8003
PP 0.7953 0.7976
S1 0.7937 0.7949

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

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