CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 0.7553 0.7580 0.0027 0.4% 0.7609
High 0.7582 0.7607 0.0025 0.3% 0.7624
Low 0.7548 0.7564 0.0016 0.2% 0.7519
Close 0.7571 0.7579 0.0008 0.1% 0.7557
Range 0.0034 0.0043 0.0009 26.5% 0.0105
ATR 0.0046 0.0046 0.0000 -0.5% 0.0000
Volume 73 92 19 26.0% 747
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7712 0.7689 0.7603
R3 0.7669 0.7646 0.7591
R2 0.7626 0.7626 0.7587
R1 0.7603 0.7603 0.7583 0.7593
PP 0.7583 0.7583 0.7583 0.7579
S1 0.7560 0.7560 0.7575 0.7550
S2 0.7540 0.7540 0.7571
S3 0.7497 0.7517 0.7567
S4 0.7454 0.7474 0.7555
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7882 0.7824 0.7615
R3 0.7777 0.7719 0.7586
R2 0.7672 0.7672 0.7576
R1 0.7614 0.7614 0.7567 0.7591
PP 0.7567 0.7567 0.7567 0.7555
S1 0.7509 0.7509 0.7547 0.7486
S2 0.7462 0.7462 0.7538
S3 0.7357 0.7404 0.7528
S4 0.7252 0.7299 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7607 0.7519 0.0088 1.2% 0.0036 0.5% 68% True False 172
10 0.7624 0.7518 0.0106 1.4% 0.0048 0.6% 58% False False 142
20 0.7624 0.7357 0.0267 3.5% 0.0045 0.6% 83% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7720
1.618 0.7677
1.000 0.7650
0.618 0.7634
HIGH 0.7607
0.618 0.7591
0.500 0.7586
0.382 0.7580
LOW 0.7564
0.618 0.7537
1.000 0.7521
1.618 0.7494
2.618 0.7451
4.250 0.7381
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 0.7586 0.7575
PP 0.7583 0.7570
S1 0.7581 0.7566

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

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