CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 0.7748 0.7772 0.0024 0.3% 0.7831
High 0.7790 0.7803 0.0013 0.2% 0.7868
Low 0.7744 0.7764 0.0020 0.3% 0.7725
Close 0.7776 0.7783 0.0007 0.1% 0.7767
Range 0.0046 0.0039 -0.0007 -15.2% 0.0143
ATR 0.0063 0.0062 -0.0002 -2.7% 0.0000
Volume 91,677 82,320 -9,357 -10.2% 510,122
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7900 0.7881 0.7804
R3 0.7861 0.7842 0.7794
R2 0.7822 0.7822 0.7790
R1 0.7803 0.7803 0.7787 0.7812
PP 0.7783 0.7783 0.7783 0.7788
S1 0.7764 0.7764 0.7779 0.7774
S2 0.7744 0.7744 0.7776
S3 0.7705 0.7725 0.7772
S4 0.7666 0.7686 0.7762
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8216 0.8134 0.7846
R3 0.8073 0.7991 0.7806
R2 0.7930 0.7930 0.7793
R1 0.7848 0.7848 0.7780 0.7818
PP 0.7787 0.7787 0.7787 0.7771
S1 0.7705 0.7705 0.7754 0.7675
S2 0.7644 0.7644 0.7741
S3 0.7501 0.7562 0.7728
S4 0.7358 0.7419 0.7688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7725 0.0134 1.7% 0.0053 0.7% 43% False False 94,752
10 0.7868 0.7725 0.0143 1.8% 0.0052 0.7% 41% False False 94,648
20 0.8096 0.7725 0.0371 4.8% 0.0065 0.8% 16% False False 100,971
40 0.8115 0.7725 0.0390 5.0% 0.0066 0.8% 15% False False 55,096
60 0.8115 0.7725 0.0390 5.0% 0.0067 0.9% 15% False False 36,894
80 0.8115 0.7519 0.0596 7.7% 0.0064 0.8% 44% False False 27,718
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7905
1.618 0.7866
1.000 0.7842
0.618 0.7827
HIGH 0.7803
0.618 0.7788
0.500 0.7784
0.382 0.7779
LOW 0.7764
0.618 0.7740
1.000 0.7725
1.618 0.7701
2.618 0.7662
4.250 0.7598
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 0.7784 0.7779
PP 0.7783 0.7775
S1 0.7783 0.7772

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

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