CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 0.7924 0.7991 0.0067 0.8% 0.7811
High 0.7998 0.8050 0.0052 0.7% 0.7970
Low 0.7865 0.7944 0.0079 1.0% 0.7773
Close 0.7960 0.7955 -0.0005 -0.1% 0.7903
Range 0.0133 0.0106 -0.0027 -20.3% 0.0197
ATR 0.0067 0.0070 0.0003 4.1% 0.0000
Volume 738 290 -448 -60.7% 1,238
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8301 0.8234 0.8013
R3 0.8195 0.8128 0.7984
R2 0.8089 0.8089 0.7974
R1 0.8022 0.8022 0.7965 0.8003
PP 0.7983 0.7983 0.7983 0.7973
S1 0.7916 0.7916 0.7945 0.7896
S2 0.7877 0.7877 0.7936
S3 0.7771 0.7810 0.7926
S4 0.7665 0.7704 0.7897
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 0.8050 0.7861 0.0189 2.4% 0.0089 1.1% 50% True False 392
10 0.8050 0.7714 0.0336 4.2% 0.0088 1.1% 72% True False 328
20 0.8050 0.7556 0.0494 6.2% 0.0069 0.9% 81% True False 263
40 0.8050 0.7357 0.0693 8.7% 0.0058 0.7% 86% True False 192
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8501
2.618 0.8328
1.618 0.8222
1.000 0.8156
0.618 0.8116
HIGH 0.8050
0.618 0.8010
0.500 0.7997
0.382 0.7984
LOW 0.7944
0.618 0.7878
1.000 0.7838
1.618 0.7772
2.618 0.7666
4.250 0.7493
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 0.7997 0.7958
PP 0.7983 0.7957
S1 0.7969 0.7956

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

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