CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 0.7772 0.7782 0.0010 0.1% 0.7831
High 0.7803 0.7829 0.0026 0.3% 0.7868
Low 0.7764 0.7782 0.0018 0.2% 0.7725
Close 0.7783 0.7822 0.0039 0.5% 0.7767
Range 0.0039 0.0047 0.0008 20.5% 0.0143
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 82,320 83,554 1,234 1.5% 510,122
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7952 0.7934 0.7848
R3 0.7905 0.7887 0.7835
R2 0.7858 0.7858 0.7831
R1 0.7840 0.7840 0.7826 0.7849
PP 0.7811 0.7811 0.7811 0.7816
S1 0.7793 0.7793 0.7818 0.7802
S2 0.7764 0.7764 0.7813
S3 0.7717 0.7746 0.7809
S4 0.7670 0.7699 0.7796
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 0.7829 0.7725 0.0104 1.3% 0.0047 0.6% 93% True False 90,321
10 0.7868 0.7725 0.0143 1.8% 0.0050 0.6% 68% False False 91,664
20 0.8096 0.7725 0.0371 4.7% 0.0064 0.8% 26% False False 101,174
40 0.8115 0.7725 0.0390 5.0% 0.0064 0.8% 25% False False 57,157
60 0.8115 0.7725 0.0390 5.0% 0.0067 0.9% 25% False False 38,284
80 0.8115 0.7519 0.0596 7.6% 0.0064 0.8% 51% False False 28,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7952
1.618 0.7905
1.000 0.7876
0.618 0.7858
HIGH 0.7829
0.618 0.7811
0.500 0.7806
0.382 0.7800
LOW 0.7782
0.618 0.7753
1.000 0.7735
1.618 0.7706
2.618 0.7659
4.250 0.7582
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 0.7817 0.7810
PP 0.7811 0.7798
S1 0.7806 0.7787

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

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