CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 0.7831 0.7823 -0.0008 -0.1% 0.7948
High 0.7840 0.7831 -0.0009 -0.1% 0.7966
Low 0.7788 0.7777 -0.0011 -0.1% 0.7792
Close 0.7826 0.7827 0.0001 0.0% 0.7836
Range 0.0052 0.0054 0.0002 3.8% 0.0174
ATR 0.0069 0.0067 -0.0001 -1.5% 0.0000
Volume 83,589 85,465 1,876 2.2% 530,688
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7974 0.7954 0.7857
R3 0.7920 0.7900 0.7842
R2 0.7866 0.7866 0.7837
R1 0.7846 0.7846 0.7832 0.7856
PP 0.7812 0.7812 0.7812 0.7817
S1 0.7792 0.7792 0.7822 0.7802
S2 0.7758 0.7758 0.7817
S3 0.7704 0.7738 0.7812
S4 0.7650 0.7684 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 0.7880 0.7777 0.0103 1.3% 0.0051 0.7% 49% False True 98,115
10 0.8096 0.7777 0.0319 4.1% 0.0071 0.9% 16% False True 108,916
20 0.8115 0.7777 0.0338 4.3% 0.0068 0.9% 15% False True 80,823
40 0.8115 0.7777 0.0338 4.3% 0.0067 0.9% 15% False True 41,004
60 0.8115 0.7589 0.0526 6.7% 0.0069 0.9% 45% False False 27,431
80 0.8115 0.7508 0.0607 7.8% 0.0064 0.8% 53% False False 20,615
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8060
2.618 0.7972
1.618 0.7918
1.000 0.7885
0.618 0.7864
HIGH 0.7831
0.618 0.7810
0.500 0.7804
0.382 0.7798
LOW 0.7777
0.618 0.7744
1.000 0.7723
1.618 0.7690
2.618 0.7636
4.250 0.7548
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 0.7819 0.7822
PP 0.7812 0.7817
S1 0.7804 0.7812

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

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