CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 0.7604 0.7561 -0.0043 -0.6% 0.7610
High 0.7638 0.7569 -0.0069 -0.9% 0.7643
Low 0.7558 0.7503 -0.0055 -0.7% 0.7550
Close 0.7560 0.7505 -0.0055 -0.7% 0.7610
Range 0.0080 0.0066 -0.0014 -17.5% 0.0093
ATR 0.0055 0.0056 0.0001 1.4% 0.0000
Volume 89,284 85,109 -4,175 -4.7% 537,452
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7724 0.7680 0.7541
R3 0.7658 0.7614 0.7523
R2 0.7592 0.7592 0.7517
R1 0.7548 0.7548 0.7511 0.7537
PP 0.7526 0.7526 0.7526 0.7520
S1 0.7482 0.7482 0.7499 0.7471
S2 0.7460 0.7460 0.7493
S3 0.7394 0.7416 0.7487
S4 0.7328 0.7350 0.7469
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 0.7503 0.0150 2.0% 0.0064 0.9% 1% False True 99,256
10 0.7653 0.7503 0.0150 2.0% 0.0054 0.7% 1% False True 96,642
20 0.7692 0.7503 0.0189 2.5% 0.0052 0.7% 1% False True 93,646
40 0.7891 0.7503 0.0388 5.2% 0.0054 0.7% 1% False True 97,581
60 0.8096 0.7503 0.0593 7.9% 0.0058 0.8% 0% False True 98,711
80 0.8115 0.7503 0.0612 8.2% 0.0060 0.8% 0% False True 76,339
100 0.8115 0.7503 0.0612 8.2% 0.0062 0.8% 0% False True 61,169
120 0.8115 0.7503 0.0612 8.2% 0.0061 0.8% 0% False True 51,005
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7742
1.618 0.7676
1.000 0.7635
0.618 0.7610
HIGH 0.7569
0.618 0.7544
0.500 0.7536
0.382 0.7528
LOW 0.7503
0.618 0.7462
1.000 0.7437
1.618 0.7396
2.618 0.7330
4.250 0.7222
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 0.7536 0.7578
PP 0.7526 0.7554
S1 0.7515 0.7529

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

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