CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 0.7902 0.7914 0.0012 0.2% 0.7811
High 0.7951 0.7956 0.0005 0.1% 0.7970
Low 0.7891 0.7891 0.0000 0.0% 0.7773
Close 0.7911 0.7925 0.0014 0.2% 0.7903
Range 0.0060 0.0065 0.0005 8.3% 0.0197
ATR 0.0062 0.0062 0.0000 0.3% 0.0000
Volume 360 341 -19 -5.3% 1,238
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8119 0.8087 0.7961
R3 0.8054 0.8022 0.7943
R2 0.7989 0.7989 0.7937
R1 0.7957 0.7957 0.7931 0.7973
PP 0.7924 0.7924 0.7924 0.7932
S1 0.7892 0.7892 0.7919 0.7908
S2 0.7859 0.7859 0.7913
S3 0.7794 0.7827 0.7907
S4 0.7729 0.7762 0.7889
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 0.7861 0.0109 1.4% 0.0068 0.9% 59% False False 311
10 0.7970 0.7628 0.0342 4.3% 0.0075 0.9% 87% False False 261
20 0.7970 0.7556 0.0414 5.2% 0.0063 0.8% 89% False False 228
40 0.7970 0.7357 0.0613 7.7% 0.0054 0.7% 93% False False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8232
2.618 0.8126
1.618 0.8061
1.000 0.8021
0.618 0.7996
HIGH 0.7956
0.618 0.7931
0.500 0.7924
0.382 0.7916
LOW 0.7891
0.618 0.7851
1.000 0.7826
1.618 0.7786
2.618 0.7721
4.250 0.7615
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 0.7925 0.7920
PP 0.7924 0.7914
S1 0.7924 0.7909

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

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