CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 0.7585 0.7625 0.0040 0.5% 0.7609
High 0.7627 0.7669 0.0042 0.6% 0.7624
Low 0.7566 0.7620 0.0054 0.7% 0.7519
Close 0.7623 0.7661 0.0038 0.5% 0.7557
Range 0.0061 0.0049 -0.0012 -19.7% 0.0105
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 229 633 404 176.4% 747
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7797 0.7778 0.7688
R3 0.7748 0.7729 0.7674
R2 0.7699 0.7699 0.7670
R1 0.7680 0.7680 0.7665 0.7690
PP 0.7650 0.7650 0.7650 0.7655
S1 0.7631 0.7631 0.7657 0.7641
S2 0.7601 0.7601 0.7652
S3 0.7552 0.7582 0.7648
S4 0.7503 0.7533 0.7634
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 0.7669 0.7525 0.0144 1.9% 0.0046 0.6% 94% True False 223
10 0.7669 0.7519 0.0150 2.0% 0.0043 0.6% 95% True False 179
20 0.7669 0.7390 0.0279 3.6% 0.0045 0.6% 97% True False 150
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 0.7877
2.618 0.7797
1.618 0.7748
1.000 0.7718
0.618 0.7699
HIGH 0.7669
0.618 0.7650
0.500 0.7645
0.382 0.7639
LOW 0.7620
0.618 0.7590
1.000 0.7571
1.618 0.7541
2.618 0.7492
4.250 0.7412
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 0.7656 0.7646
PP 0.7650 0.7631
S1 0.7645 0.7617

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

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