CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 0.7991 0.7953 -0.0038 -0.5% 0.7902
High 0.8050 0.7992 -0.0058 -0.7% 0.8050
Low 0.7944 0.7923 -0.0021 -0.3% 0.7865
Close 0.7955 0.7980 0.0025 0.3% 0.7980
Range 0.0106 0.0069 -0.0037 -34.9% 0.0185
ATR 0.0070 0.0070 0.0000 -0.1% 0.0000
Volume 290 164 -126 -43.4% 1,893
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8172 0.8145 0.8018
R3 0.8103 0.8076 0.7999
R2 0.8034 0.8034 0.7993
R1 0.8007 0.8007 0.7986 0.8021
PP 0.7965 0.7965 0.7965 0.7972
S1 0.7938 0.7938 0.7974 0.7952
S2 0.7896 0.7896 0.7967
S3 0.7827 0.7869 0.7961
S4 0.7758 0.7800 0.7942
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8520 0.8435 0.8082
R3 0.8335 0.8250 0.8031
R2 0.8150 0.8150 0.8014
R1 0.8065 0.8065 0.7997 0.8108
PP 0.7965 0.7965 0.7965 0.7986
S1 0.7880 0.7880 0.7963 0.7923
S2 0.7780 0.7780 0.7946
S3 0.7595 0.7695 0.7929
S4 0.7410 0.7510 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8050 0.7865 0.0185 2.3% 0.0087 1.1% 62% False False 378
10 0.8050 0.7773 0.0277 3.5% 0.0085 1.1% 75% False False 313
20 0.8050 0.7556 0.0494 6.2% 0.0070 0.9% 86% False False 240
40 0.8050 0.7390 0.0660 8.3% 0.0058 0.7% 89% False False 195
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8285
2.618 0.8173
1.618 0.8104
1.000 0.8061
0.618 0.8035
HIGH 0.7992
0.618 0.7966
0.500 0.7958
0.382 0.7949
LOW 0.7923
0.618 0.7880
1.000 0.7854
1.618 0.7811
2.618 0.7742
4.250 0.7630
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 0.7973 0.7973
PP 0.7965 0.7965
S1 0.7958 0.7958

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

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