CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 0.7673 0.7662 -0.0011 -0.1% 0.7553
High 0.7694 0.7678 -0.0016 -0.2% 0.7694
Low 0.7652 0.7629 -0.0023 -0.3% 0.7548
Close 0.7666 0.7638 -0.0028 -0.4% 0.7666
Range 0.0042 0.0049 0.0007 16.7% 0.0146
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 175 10 -165 -94.3% 1,202
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7795 0.7766 0.7665
R3 0.7746 0.7717 0.7651
R2 0.7697 0.7697 0.7647
R1 0.7668 0.7668 0.7642 0.7658
PP 0.7648 0.7648 0.7648 0.7644
S1 0.7619 0.7619 0.7634 0.7609
S2 0.7599 0.7599 0.7629
S3 0.7550 0.7570 0.7625
S4 0.7501 0.7521 0.7611
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8074 0.8016 0.7746
R3 0.7928 0.7870 0.7706
R2 0.7782 0.7782 0.7693
R1 0.7724 0.7724 0.7679 0.7753
PP 0.7636 0.7636 0.7636 0.7651
S1 0.7578 0.7578 0.7653 0.7607
S2 0.7490 0.7490 0.7639
S3 0.7344 0.7432 0.7626
S4 0.7198 0.7286 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7564 0.0130 1.7% 0.0049 0.6% 57% False False 227
10 0.7694 0.7519 0.0175 2.3% 0.0043 0.6% 68% False False 192
20 0.7694 0.7443 0.0251 3.3% 0.0044 0.6% 78% False False 149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7806
1.618 0.7757
1.000 0.7727
0.618 0.7708
HIGH 0.7678
0.618 0.7659
0.500 0.7654
0.382 0.7648
LOW 0.7629
0.618 0.7599
1.000 0.7580
1.618 0.7550
2.618 0.7501
4.250 0.7421
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 0.7654 0.7657
PP 0.7648 0.7651
S1 0.7643 0.7644

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

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