CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	0.7654	0.7675	0.0021	0.3%	0.7811
High	0.7692	0.7726	0.0034	0.4%	0.7829
Low	0.7644	0.7669	0.0025	0.3%	0.7621
Close	0.7664	0.7713	0.0049	0.6%	0.7662
Range	0.0048	0.0057	0.0009	18.8%	0.0208
ATR	0.0057	0.0058	0.0000	0.6%	0.0000
Volume	104,039	110,985	6,946	6.7%	618,206

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7850	0.7744
R3	0.7817	0.7793	0.7729
R2	0.7760	0.7760	0.7723
R1	0.7736	0.7736	0.7718	0.7748
PP	0.7703	0.7703	0.7703	0.7709
S1	0.7679	0.7679	0.7708	0.7691
S2	0.7646	0.7646	0.7703
S3	0.7589	0.7622	0.7697
S4	0.7532	0.7565	0.7682

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8328	0.8203	0.7776
R3	0.8120	0.7995	0.7719
R2	0.7912	0.7912	0.7700
R1	0.7787	0.7787	0.7681	0.7746
PP	0.7704	0.7704	0.7704	0.7683
S1	0.7579	0.7579	0.7643	0.7538
S2	0.7496	0.7496	0.7624
S3	0.7288	0.7371	0.7605
S4	0.7080	0.7163	0.7548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7726	0.7621	0.0105	1.4%	0.0051	0.7%	88%	True	False	100,468
10	0.7877	0.7621	0.0256	3.3%	0.0058	0.8%	36%	False	False	110,568
20	0.7891	0.7621	0.0270	3.5%	0.0053	0.7%	34%	False	False	102,213
40	0.8115	0.7621	0.0494	6.4%	0.0060	0.8%	19%	False	False	96,254
60	0.8115	0.7621	0.0494	6.4%	0.0063	0.8%	19%	False	False	64,732
80	0.8115	0.7621	0.0494	6.4%	0.0066	0.9%	19%	False	False	48,634
100	0.8115	0.7518	0.0597	7.7%	0.0062	0.8%	33%	False	False	38,942

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7968
2.618	0.7875
1.618	0.7818
1.000	0.7783
0.618	0.7761
HIGH	0.7726
0.618	0.7704
0.500	0.7698
0.382	0.7691
LOW	0.7669
0.618	0.7634
1.000	0.7612
1.618	0.7577
2.618	0.7520
4.250	0.7427

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	0.7708	0.7702
PP	0.7703	0.7692
S1	0.7698	0.7681

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols