CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	0.7627	0.7583	-0.0044	-0.6%	0.7650
High	0.7629	0.7607	-0.0022	-0.3%	0.7698
Low	0.7570	0.7566	-0.0004	-0.1%	0.7624
Close	0.7581	0.7585	0.0004	0.1%	0.7656
Range	0.0059	0.0041	-0.0018	-30.5%	0.0074
ATR	0.0055	0.0054	-0.0001	-1.8%	0.0000
Volume	125,331	78,813	-46,518	-37.1%	398,357

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7688	0.7608
R3	0.7668	0.7647	0.7596
R2	0.7627	0.7627	0.7593
R1	0.7606	0.7606	0.7589	0.7617
PP	0.7586	0.7586	0.7586	0.7591
S1	0.7565	0.7565	0.7581	0.7576
S2	0.7545	0.7545	0.7577
S3	0.7504	0.7524	0.7574
S4	0.7463	0.7483	0.7562

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7843	0.7697
R3	0.7807	0.7769	0.7676
R2	0.7733	0.7733	0.7670
R1	0.7695	0.7695	0.7663	0.7714
PP	0.7659	0.7659	0.7659	0.7669
S1	0.7621	0.7621	0.7649	0.7640
S2	0.7585	0.7585	0.7642
S3	0.7511	0.7547	0.7636
S4	0.7437	0.7473	0.7615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7692	0.7566	0.0126	1.7%	0.0046	0.6%	15%	False	True	90,797
10	0.7713	0.7566	0.0147	1.9%	0.0052	0.7%	13%	False	True	89,901
20	0.7877	0.7566	0.0311	4.1%	0.0055	0.7%	6%	False	True	100,235
40	0.7978	0.7566	0.0412	5.4%	0.0055	0.7%	5%	False	True	98,732
60	0.8115	0.7566	0.0549	7.2%	0.0061	0.8%	3%	False	True	79,573
80	0.8115	0.7566	0.0549	7.2%	0.0062	0.8%	3%	False	True	59,832
100	0.8115	0.7556	0.0559	7.4%	0.0063	0.8%	5%	False	False	47,918
120	0.8115	0.7357	0.0758	10.0%	0.0060	0.8%	30%	False	False	39,950

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7714
1.618	0.7673
1.000	0.7648
0.618	0.7632
HIGH	0.7607
0.618	0.7591
0.500	0.7587
0.382	0.7582
LOW	0.7566
0.618	0.7541
1.000	0.7525
1.618	0.7500
2.618	0.7459
4.250	0.7392

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	0.7587	0.7607
PP	0.7586	0.7599
S1	0.7586	0.7592

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