CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 0.7777 0.7899 0.0122 1.6% 0.7575
High 0.7925 0.7942 0.0017 0.2% 0.7818
Low 0.7773 0.7895 0.0122 1.6% 0.7572
Close 0.7907 0.7939 0.0032 0.4% 0.7808
Range 0.0152 0.0047 -0.0105 -69.1% 0.0246
ATR 0.0060 0.0059 -0.0001 -1.5% 0.0000
Volume 275 119 -156 -56.7% 768
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8066 0.8050 0.7965
R3 0.8019 0.8003 0.7952
R2 0.7972 0.7972 0.7948
R1 0.7956 0.7956 0.7943 0.7964
PP 0.7925 0.7925 0.7925 0.7930
S1 0.7909 0.7909 0.7935 0.7917
S2 0.7878 0.7878 0.7930
S3 0.7831 0.7862 0.7926
S4 0.7784 0.7815 0.7913
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 0.7942 0.7662 0.0280 3.5% 0.0083 1.0% 99% True False 197
10 0.7942 0.7558 0.0384 4.8% 0.0060 0.8% 99% True False 133
20 0.7942 0.7519 0.0423 5.3% 0.0055 0.7% 99% True False 194
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8142
2.618 0.8065
1.618 0.8018
1.000 0.7989
0.618 0.7971
HIGH 0.7942
0.618 0.7924
0.500 0.7919
0.382 0.7913
LOW 0.7895
0.618 0.7866
1.000 0.7848
1.618 0.7819
2.618 0.7772
4.250 0.7695
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 0.7932 0.7912
PP 0.7925 0.7885
S1 0.7919 0.7858

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

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