CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Dec-2017
Day Change Summary
Previous Current
13-Dec-2017 14-Dec-2017 Change Change % Previous Week
Open 0.7554 0.7632 0.0078 1.0% 0.7594
High 0.7640 0.7679 0.0039 0.5% 0.7653
Low 0.7553 0.7627 0.0074 1.0% 0.7501
Close 0.7636 0.7675 0.0039 0.5% 0.7505
Range 0.0087 0.0052 -0.0035 -40.2% 0.0152
ATR 0.0056 0.0056 0.0000 -0.5% 0.0000
Volume 178,189 133,270 -44,919 -25.2% 444,171
Daily Pivots for day following 14-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7816 0.7798 0.7704
R3 0.7764 0.7746 0.7689
R2 0.7712 0.7712 0.7685
R1 0.7694 0.7694 0.7680 0.7703
PP 0.7660 0.7660 0.7660 0.7665
S1 0.7642 0.7642 0.7670 0.7651
S2 0.7608 0.7608 0.7665
S3 0.7556 0.7590 0.7661
S4 0.7504 0.7538 0.7646
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 0.7679 0.7501 0.0178 2.3% 0.0054 0.7% 98% True False 118,825
10 0.7679 0.7501 0.0178 2.3% 0.0059 0.8% 98% True False 109,041
20 0.7679 0.7501 0.0178 2.3% 0.0054 0.7% 98% True False 100,047
40 0.7879 0.7501 0.0378 4.9% 0.0055 0.7% 46% False False 101,152
60 0.8027 0.7501 0.0526 6.9% 0.0056 0.7% 33% False False 100,323
80 0.8115 0.7501 0.0614 8.0% 0.0059 0.8% 28% False False 83,720
100 0.8115 0.7501 0.0614 8.0% 0.0061 0.8% 28% False False 67,094
120 0.8115 0.7501 0.0614 8.0% 0.0061 0.8% 28% False False 55,950
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7900
2.618 0.7815
1.618 0.7763
1.000 0.7731
0.618 0.7711
HIGH 0.7679
0.618 0.7659
0.500 0.7653
0.382 0.7647
LOW 0.7627
0.618 0.7595
1.000 0.7575
1.618 0.7543
2.618 0.7491
4.250 0.7406
Fisher Pivots for day following 14-Dec-2017
Pivot 1 day 3 day
R1 0.7668 0.7650
PP 0.7660 0.7624
S1 0.7653 0.7599

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

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