CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 08-Dec-2017
Day Change Summary
Previous Current
07-Dec-2017 08-Dec-2017 Change Change % Previous Week
Open 0.7561 0.7511 -0.0050 -0.7% 0.7594
High 0.7569 0.7533 -0.0036 -0.5% 0.7653
Low 0.7503 0.7501 -0.0002 0.0% 0.7501
Close 0.7505 0.7505 0.0000 0.0% 0.7505
Range 0.0066 0.0032 -0.0034 -51.5% 0.0152
ATR 0.0056 0.0054 -0.0002 -3.0% 0.0000
Volume 85,109 96,281 11,172 13.1% 444,171
Daily Pivots for day following 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7609 0.7589 0.7523
R3 0.7577 0.7557 0.7514
R2 0.7545 0.7545 0.7511
R1 0.7525 0.7525 0.7508 0.7519
PP 0.7513 0.7513 0.7513 0.7510
S1 0.7493 0.7493 0.7502 0.7487
S2 0.7481 0.7481 0.7499
S3 0.7449 0.7461 0.7496
S4 0.7417 0.7429 0.7487
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8009 0.7909 0.7589
R3 0.7857 0.7757 0.7547
R2 0.7705 0.7705 0.7533
R1 0.7605 0.7605 0.7519 0.7579
PP 0.7553 0.7553 0.7553 0.7540
S1 0.7453 0.7453 0.7491 0.7427
S2 0.7401 0.7401 0.7477
S3 0.7249 0.7301 0.7463
S4 0.7097 0.7149 0.7421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7653 0.7501 0.0152 2.0% 0.0054 0.7% 3% False True 88,834
10 0.7653 0.7501 0.0152 2.0% 0.0053 0.7% 3% False True 98,162
20 0.7692 0.7501 0.0191 2.5% 0.0051 0.7% 2% False True 93,913
40 0.7891 0.7501 0.0390 5.2% 0.0054 0.7% 1% False True 97,899
60 0.8096 0.7501 0.0595 7.9% 0.0057 0.8% 1% False True 98,991
80 0.8115 0.7501 0.0614 8.2% 0.0059 0.8% 1% False True 77,528
100 0.8115 0.7501 0.0614 8.2% 0.0062 0.8% 1% False True 62,130
120 0.8115 0.7501 0.0614 8.2% 0.0060 0.8% 1% False True 51,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7617
1.618 0.7585
1.000 0.7565
0.618 0.7553
HIGH 0.7533
0.618 0.7521
0.500 0.7517
0.382 0.7513
LOW 0.7501
0.618 0.7481
1.000 0.7469
1.618 0.7449
2.618 0.7417
4.250 0.7365
Fisher Pivots for day following 08-Dec-2017
Pivot 1 day 3 day
R1 0.7517 0.7570
PP 0.7513 0.7548
S1 0.7509 0.7527

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

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