CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 0.7637 0.7665 0.0028 0.4% 0.7662
High 0.7669 0.7724 0.0055 0.7% 0.7678
Low 0.7628 0.7662 0.0034 0.4% 0.7556
Close 0.7667 0.7716 0.0049 0.6% 0.7587
Range 0.0041 0.0062 0.0021 51.2% 0.0122
ATR 0.0048 0.0049 0.0001 2.1% 0.0000
Volume 183 174 -9 -4.9% 733
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7887 0.7863 0.7750
R3 0.7825 0.7801 0.7733
R2 0.7763 0.7763 0.7727
R1 0.7739 0.7739 0.7722 0.7751
PP 0.7701 0.7701 0.7701 0.7707
S1 0.7677 0.7677 0.7710 0.7689
S2 0.7639 0.7639 0.7705
S3 0.7577 0.7615 0.7699
S4 0.7515 0.7553 0.7682
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 0.7724 0.7558 0.0166 2.2% 0.0043 0.6% 95% True False 93
10 0.7724 0.7556 0.0168 2.2% 0.0050 0.6% 95% True False 199
20 0.7724 0.7519 0.0205 2.7% 0.0047 0.6% 96% True False 167
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 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7988
2.618 0.7886
1.618 0.7824
1.000 0.7786
0.618 0.7762
HIGH 0.7724
0.618 0.7700
0.500 0.7693
0.382 0.7686
LOW 0.7662
0.618 0.7624
1.000 0.7600
1.618 0.7562
2.618 0.7500
4.250 0.7399
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 0.7708 0.7696
PP 0.7701 0.7676
S1 0.7693 0.7657

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

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