CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 0.7877 0.7847 -0.0030 -0.4% 0.7768
High 0.7884 0.7855 -0.0029 -0.4% 0.7891
Low 0.7837 0.7812 -0.0025 -0.3% 0.7740
Close 0.7842 0.7840 -0.0002 0.0% 0.7877
Range 0.0047 0.0043 -0.0004 -8.5% 0.0151
ATR 0.0061 0.0059 -0.0001 -2.1% 0.0000
Volume 83,895 88,515 4,620 5.5% 423,815
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7965 0.7945 0.7864
R3 0.7922 0.7902 0.7852
R2 0.7879 0.7879 0.7848
R1 0.7859 0.7859 0.7844 0.7848
PP 0.7836 0.7836 0.7836 0.7830
S1 0.7816 0.7816 0.7836 0.7805
S2 0.7793 0.7793 0.7832
S3 0.7750 0.7773 0.7828
S4 0.7707 0.7730 0.7816
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8289 0.8234 0.7960
R3 0.8138 0.8083 0.7919
R2 0.7987 0.7987 0.7905
R1 0.7932 0.7932 0.7891 0.7960
PP 0.7836 0.7836 0.7836 0.7850
S1 0.7781 0.7781 0.7863 0.7809
S2 0.7685 0.7685 0.7849
S3 0.7534 0.7630 0.7835
S4 0.7383 0.7479 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7764 0.0127 1.6% 0.0051 0.6% 60% False False 90,137
10 0.7891 0.7725 0.0166 2.1% 0.0053 0.7% 69% False False 93,729
20 0.8096 0.7725 0.0371 4.7% 0.0062 0.8% 31% False False 101,322
40 0.8115 0.7725 0.0390 5.0% 0.0064 0.8% 29% False False 64,227
60 0.8115 0.7725 0.0390 5.0% 0.0066 0.8% 29% False False 43,013
80 0.8115 0.7548 0.0567 7.2% 0.0064 0.8% 51% False False 32,313
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.7968
1.618 0.7925
1.000 0.7898
0.618 0.7882
HIGH 0.7855
0.618 0.7839
0.500 0.7834
0.382 0.7828
LOW 0.7812
0.618 0.7785
1.000 0.7769
1.618 0.7742
2.618 0.7699
4.250 0.7629
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 0.7838 0.7852
PP 0.7836 0.7848
S1 0.7834 0.7844

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

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