CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 0.7845 0.7831 -0.0014 -0.2% 0.7948
High 0.7847 0.7840 -0.0007 -0.1% 0.7966
Low 0.7810 0.7788 -0.0022 -0.3% 0.7792
Close 0.7836 0.7826 -0.0010 -0.1% 0.7836
Range 0.0037 0.0052 0.0015 40.5% 0.0174
ATR 0.0070 0.0069 -0.0001 -1.8% 0.0000
Volume 95,113 83,589 -11,524 -12.1% 530,688
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7974 0.7952 0.7855
R3 0.7922 0.7900 0.7840
R2 0.7870 0.7870 0.7836
R1 0.7848 0.7848 0.7831 0.7833
PP 0.7818 0.7818 0.7818 0.7811
S1 0.7796 0.7796 0.7821 0.7781
S2 0.7766 0.7766 0.7816
S3 0.7714 0.7744 0.7812
S4 0.7662 0.7692 0.7797
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 0.7941 0.7788 0.0153 2.0% 0.0058 0.7% 25% False True 103,756
10 0.8096 0.7788 0.0308 3.9% 0.0072 0.9% 12% False True 108,896
20 0.8115 0.7788 0.0327 4.2% 0.0069 0.9% 12% False True 76,807
40 0.8115 0.7788 0.0327 4.2% 0.0067 0.9% 12% False True 38,878
60 0.8115 0.7572 0.0543 6.9% 0.0068 0.9% 47% False False 26,006
80 0.8115 0.7495 0.0620 7.9% 0.0063 0.8% 53% False False 19,547
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.7976
1.618 0.7924
1.000 0.7892
0.618 0.7872
HIGH 0.7840
0.618 0.7820
0.500 0.7814
0.382 0.7808
LOW 0.7788
0.618 0.7756
1.000 0.7736
1.618 0.7704
2.618 0.7652
4.250 0.7567
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 0.7822 0.7824
PP 0.7818 0.7822
S1 0.7814 0.7821

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

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