CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 0.7978 0.7984 0.0006 0.1% 0.7902
High 0.7989 0.8028 0.0039 0.5% 0.8050
Low 0.7943 0.7948 0.0005 0.1% 0.7865
Close 0.7985 0.7956 -0.0029 -0.4% 0.7980
Range 0.0046 0.0080 0.0034 73.9% 0.0185
ATR 0.0068 0.0069 0.0001 1.2% 0.0000
Volume 112 200 88 78.6% 1,893
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8217 0.8167 0.8000
R3 0.8137 0.8087 0.7978
R2 0.8057 0.8057 0.7971
R1 0.8007 0.8007 0.7963 0.7992
PP 0.7977 0.7977 0.7977 0.7970
S1 0.7927 0.7927 0.7949 0.7912
S2 0.7897 0.7897 0.7941
S3 0.7817 0.7847 0.7934
S4 0.7737 0.7767 0.7912
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% 49% False False 300
10 0.8050 0.7861 0.0189 2.4% 0.0078 1.0% 50% False False 306
20 0.8050 0.7556 0.0494 6.2% 0.0072 0.9% 81% False False 246
40 0.8050 0.7443 0.0607 7.6% 0.0058 0.7% 85% False False 198
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8368
2.618 0.8237
1.618 0.8157
1.000 0.8108
0.618 0.8077
HIGH 0.8028
0.618 0.7997
0.500 0.7988
0.382 0.7979
LOW 0.7948
0.618 0.7899
1.000 0.7868
1.618 0.7819
2.618 0.7739
4.250 0.7608
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 0.7988 0.7976
PP 0.7977 0.7969
S1 0.7967 0.7963

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

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