CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 0.7841 0.7845 0.0004 0.1% 0.7948
High 0.7853 0.7847 -0.0006 -0.1% 0.7966
Low 0.7792 0.7810 0.0018 0.2% 0.7792
Close 0.7851 0.7836 -0.0015 -0.2% 0.7836
Range 0.0061 0.0037 -0.0024 -39.3% 0.0174
ATR 0.0072 0.0070 -0.0002 -3.1% 0.0000
Volume 113,391 95,113 -18,278 -16.1% 530,688
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.7942 0.7926 0.7856
R3 0.7905 0.7889 0.7846
R2 0.7868 0.7868 0.7843
R1 0.7852 0.7852 0.7839 0.7842
PP 0.7831 0.7831 0.7831 0.7826
S1 0.7815 0.7815 0.7833 0.7805
S2 0.7794 0.7794 0.7829
S3 0.7757 0.7778 0.7826
S4 0.7720 0.7741 0.7816
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8387 0.8285 0.7932
R3 0.8213 0.8111 0.7884
R2 0.8039 0.8039 0.7868
R1 0.7937 0.7937 0.7852 0.7901
PP 0.7865 0.7865 0.7865 0.7847
S1 0.7763 0.7763 0.7820 0.7727
S2 0.7691 0.7691 0.7804
S3 0.7517 0.7589 0.7788
S4 0.7343 0.7415 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7966 0.7792 0.0174 2.2% 0.0058 0.7% 25% False False 106,137
10 0.8096 0.7792 0.0304 3.9% 0.0076 1.0% 14% False False 109,631
20 0.8115 0.7792 0.0323 4.1% 0.0070 0.9% 14% False False 72,788
40 0.8115 0.7792 0.0323 4.1% 0.0068 0.9% 14% False False 36,805
60 0.8115 0.7558 0.0557 7.1% 0.0068 0.9% 50% False False 24,614
80 0.8115 0.7495 0.0620 7.9% 0.0063 0.8% 55% False False 18,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8004
2.618 0.7944
1.618 0.7907
1.000 0.7884
0.618 0.7870
HIGH 0.7847
0.618 0.7833
0.500 0.7829
0.382 0.7824
LOW 0.7810
0.618 0.7787
1.000 0.7773
1.618 0.7750
2.618 0.7713
4.250 0.7653
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 0.7834 0.7836
PP 0.7831 0.7836
S1 0.7829 0.7836

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

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