CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 0.7581 0.7560 -0.0021 -0.3% 0.7662
High 0.7598 0.7606 0.0008 0.1% 0.7678
Low 0.7562 0.7558 -0.0004 -0.1% 0.7556
Close 0.7569 0.7587 0.0018 0.2% 0.7587
Range 0.0036 0.0048 0.0012 33.3% 0.0122
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 51 14 -37 -72.5% 733
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7728 0.7705 0.7613
R3 0.7680 0.7657 0.7600
R2 0.7632 0.7632 0.7596
R1 0.7609 0.7609 0.7591 0.7621
PP 0.7584 0.7584 0.7584 0.7589
S1 0.7561 0.7561 0.7583 0.7573
S2 0.7536 0.7536 0.7578
S3 0.7488 0.7513 0.7574
S4 0.7440 0.7465 0.7561
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7973 0.7902 0.7654
R3 0.7851 0.7780 0.7621
R2 0.7729 0.7729 0.7609
R1 0.7658 0.7658 0.7598 0.7633
PP 0.7607 0.7607 0.7607 0.7594
S1 0.7536 0.7536 0.7576 0.7511
S2 0.7485 0.7485 0.7565
S3 0.7363 0.7414 0.7553
S4 0.7241 0.7292 0.7520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7556 0.0138 1.8% 0.0057 0.7% 22% False False 181
10 0.7694 0.7525 0.0169 2.2% 0.0051 0.7% 37% False False 202
20 0.7694 0.7495 0.0199 2.6% 0.0048 0.6% 46% False False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7732
1.618 0.7684
1.000 0.7654
0.618 0.7636
HIGH 0.7606
0.618 0.7588
0.500 0.7582
0.382 0.7576
LOW 0.7558
0.618 0.7528
1.000 0.7510
1.618 0.7480
2.618 0.7432
4.250 0.7354
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 0.7585 0.7610
PP 0.7584 0.7602
S1 0.7582 0.7595

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

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