CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 0.7665 0.7714 0.0049 0.6% 0.7575
High 0.7724 0.7818 0.0094 1.2% 0.7818
Low 0.7662 0.7714 0.0052 0.7% 0.7572
Close 0.7716 0.7808 0.0092 1.2% 0.7808
Range 0.0062 0.0104 0.0042 67.7% 0.0246
ATR 0.0049 0.0053 0.0004 8.1% 0.0000
Volume 174 314 140 80.5% 768
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8092 0.8054 0.7865
R3 0.7988 0.7950 0.7837
R2 0.7884 0.7884 0.7827
R1 0.7846 0.7846 0.7818 0.7865
PP 0.7780 0.7780 0.7780 0.7790
S1 0.7742 0.7742 0.7798 0.7761
S2 0.7676 0.7676 0.7789
S3 0.7572 0.7638 0.7779
S4 0.7468 0.7534 0.7751
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8471 0.8385 0.7943
R3 0.8225 0.8139 0.7876
R2 0.7979 0.7979 0.7853
R1 0.7893 0.7893 0.7831 0.7936
PP 0.7733 0.7733 0.7733 0.7754
S1 0.7647 0.7647 0.7785 0.7690
S2 0.7487 0.7487 0.7763
S3 0.7241 0.7401 0.7740
S4 0.6995 0.7155 0.7673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7572 0.0246 3.2% 0.0055 0.7% 96% True False 153
10 0.7818 0.7556 0.0262 3.4% 0.0056 0.7% 96% True False 167
20 0.7818 0.7519 0.0299 3.8% 0.0049 0.6% 97% True False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8260
2.618 0.8090
1.618 0.7986
1.000 0.7922
0.618 0.7882
HIGH 0.7818
0.618 0.7778
0.500 0.7766
0.382 0.7754
LOW 0.7714
0.618 0.7650
1.000 0.7610
1.618 0.7546
2.618 0.7442
4.250 0.7272
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 0.7794 0.7780
PP 0.7780 0.7751
S1 0.7766 0.7723

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

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