CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 0.7675 0.7711 0.0036 0.5% 0.7669
High 0.7726 0.7713 -0.0013 -0.2% 0.7726
Low 0.7669 0.7635 -0.0034 -0.4% 0.7635
Close 0.7713 0.7646 -0.0067 -0.9% 0.7646
Range 0.0057 0.0078 0.0021 36.8% 0.0091
ATR 0.0058 0.0059 0.0001 2.5% 0.0000
Volume 110,985 118,787 7,802 7.0% 487,134
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7899 0.7850 0.7689
R3 0.7821 0.7772 0.7667
R2 0.7743 0.7743 0.7660
R1 0.7694 0.7694 0.7653 0.7680
PP 0.7665 0.7665 0.7665 0.7657
S1 0.7616 0.7616 0.7639 0.7602
S2 0.7587 0.7587 0.7632
S3 0.7509 0.7538 0.7625
S4 0.7431 0.7460 0.7603
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7942 0.7885 0.7696
R3 0.7851 0.7794 0.7671
R2 0.7760 0.7760 0.7663
R1 0.7703 0.7703 0.7654 0.7686
PP 0.7669 0.7669 0.7669 0.7661
S1 0.7612 0.7612 0.7638 0.7595
S2 0.7578 0.7578 0.7629
S3 0.7487 0.7521 0.7621
S4 0.7396 0.7430 0.7596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7726 0.7635 0.0091 1.2% 0.0055 0.7% 12% False True 97,426
10 0.7829 0.7621 0.0208 2.7% 0.0059 0.8% 12% False False 110,534
20 0.7891 0.7621 0.0270 3.5% 0.0054 0.7% 9% False False 101,143
40 0.8096 0.7621 0.0475 6.2% 0.0060 0.8% 5% False False 98,943
60 0.8115 0.7621 0.0494 6.5% 0.0063 0.8% 5% False False 66,700
80 0.8115 0.7621 0.0494 6.5% 0.0066 0.9% 5% False False 50,117
100 0.8115 0.7519 0.0596 7.8% 0.0062 0.8% 21% False False 40,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7917
1.618 0.7839
1.000 0.7791
0.618 0.7761
HIGH 0.7713
0.618 0.7683
0.500 0.7674
0.382 0.7665
LOW 0.7635
0.618 0.7587
1.000 0.7557
1.618 0.7509
2.618 0.7431
4.250 0.7304
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 0.7674 0.7681
PP 0.7665 0.7669
S1 0.7655 0.7658

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

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