CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 0.7942 0.7941 -0.0001 0.0% 0.7811
High 0.7970 0.7941 -0.0029 -0.4% 0.7970
Low 0.7881 0.7861 -0.0020 -0.3% 0.7773
Close 0.7945 0.7903 -0.0042 -0.5% 0.7903
Range 0.0089 0.0080 -0.0009 -10.1% 0.0197
ATR 0.0061 0.0062 0.0002 2.7% 0.0000
Volume 504 233 -271 -53.8% 1,238
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8142 0.8102 0.7947
R3 0.8062 0.8022 0.7925
R2 0.7982 0.7982 0.7918
R1 0.7942 0.7942 0.7910 0.7922
PP 0.7902 0.7902 0.7902 0.7892
S1 0.7862 0.7862 0.7896 0.7842
S2 0.7822 0.7822 0.7888
S3 0.7742 0.7782 0.7881
S4 0.7662 0.7702 0.7859
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8473 0.8385 0.8011
R3 0.8276 0.8188 0.7957
R2 0.8079 0.8079 0.7939
R1 0.7991 0.7991 0.7921 0.8035
PP 0.7882 0.7882 0.7882 0.7904
S1 0.7794 0.7794 0.7885 0.7838
S2 0.7685 0.7685 0.7867
S3 0.7488 0.7597 0.7849
S4 0.7291 0.7400 0.7795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7970 0.7773 0.0197 2.5% 0.0083 1.1% 66% False False 247
10 0.7970 0.7572 0.0398 5.0% 0.0069 0.9% 83% False False 200
20 0.7970 0.7525 0.0445 5.6% 0.0060 0.8% 85% False False 201
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8281
2.618 0.8150
1.618 0.8070
1.000 0.8021
0.618 0.7990
HIGH 0.7941
0.618 0.7910
0.500 0.7901
0.382 0.7892
LOW 0.7861
0.618 0.7812
1.000 0.7781
1.618 0.7732
2.618 0.7652
4.250 0.7521
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 0.7902 0.7916
PP 0.7902 0.7911
S1 0.7901 0.7907

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

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