CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 0.7914 0.7924 0.0010 0.1% 0.7811
High 0.7956 0.7998 0.0042 0.5% 0.7970
Low 0.7891 0.7865 -0.0026 -0.3% 0.7773
Close 0.7925 0.7960 0.0035 0.4% 0.7903
Range 0.0065 0.0133 0.0068 104.6% 0.0197
ATR 0.0062 0.0067 0.0005 8.1% 0.0000
Volume 341 738 397 116.4% 1,238
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8340 0.8283 0.8033
R3 0.8207 0.8150 0.7997
R2 0.8074 0.8074 0.7984
R1 0.8017 0.8017 0.7972 0.8046
PP 0.7941 0.7941 0.7941 0.7955
S1 0.7884 0.7884 0.7948 0.7913
S2 0.7808 0.7808 0.7936
S3 0.7675 0.7751 0.7923
S4 0.7542 0.7618 0.7887
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 0.7998 0.7861 0.0137 1.7% 0.0085 1.1% 72% True False 435
10 0.7998 0.7662 0.0336 4.2% 0.0084 1.1% 89% True False 316
20 0.7998 0.7556 0.0442 5.6% 0.0067 0.8% 91% True False 260
40 0.7998 0.7357 0.0641 8.1% 0.0056 0.7% 94% True False 187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8563
2.618 0.8346
1.618 0.8213
1.000 0.8131
0.618 0.8080
HIGH 0.7998
0.618 0.7947
0.500 0.7932
0.382 0.7916
LOW 0.7865
0.618 0.7783
1.000 0.7732
1.618 0.7650
2.618 0.7517
4.250 0.7300
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 0.7951 0.7951
PP 0.7941 0.7941
S1 0.7932 0.7932

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

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