CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 0.7594 0.7600 0.0006 0.1% 0.7610
High 0.7614 0.7653 0.0039 0.5% 0.7643
Low 0.7579 0.7597 0.0018 0.2% 0.7550
Close 0.7593 0.7605 0.0012 0.2% 0.7610
Range 0.0035 0.0056 0.0021 60.0% 0.0093
ATR 0.0052 0.0053 0.0001 1.0% 0.0000
Volume 75,480 98,017 22,537 29.9% 537,452
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7786 0.7752 0.7636
R3 0.7730 0.7696 0.7620
R2 0.7674 0.7674 0.7615
R1 0.7640 0.7640 0.7610 0.7657
PP 0.7618 0.7618 0.7618 0.7627
S1 0.7584 0.7584 0.7600 0.7601
S2 0.7562 0.7562 0.7595
S3 0.7506 0.7528 0.7590
S4 0.7450 0.7472 0.7574
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7838 0.7661
R3 0.7787 0.7745 0.7636
R2 0.7694 0.7694 0.7627
R1 0.7652 0.7652 0.7619 0.7656
PP 0.7601 0.7601 0.7601 0.7603
S1 0.7559 0.7559 0.7601 0.7564
S2 0.7508 0.7508 0.7593
S3 0.7415 0.7466 0.7584
S4 0.7322 0.7373 0.7559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7653 0.7550 0.0103 1.4% 0.0054 0.7% 53% True False 105,440
10 0.7653 0.7530 0.0123 1.6% 0.0052 0.7% 61% True False 97,457
20 0.7698 0.7530 0.0168 2.2% 0.0050 0.7% 45% False False 93,324
40 0.7891 0.7530 0.0361 4.7% 0.0053 0.7% 21% False False 97,571
60 0.8096 0.7530 0.0566 7.4% 0.0057 0.8% 13% False False 97,756
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 13% False False 74,184
100 0.8115 0.7530 0.0585 7.7% 0.0062 0.8% 13% False False 59,429
120 0.8115 0.7519 0.0596 7.8% 0.0060 0.8% 14% False False 49,553
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 0.7891
2.618 0.7800
1.618 0.7744
1.000 0.7709
0.618 0.7688
HIGH 0.7653
0.618 0.7632
0.500 0.7625
0.382 0.7618
LOW 0.7597
0.618 0.7562
1.000 0.7541
1.618 0.7506
2.618 0.7450
4.250 0.7359
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 0.7625 0.7605
PP 0.7618 0.7604
S1 0.7612 0.7604

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

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