CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 0.7940 0.7940 0.0000 0.0% 0.7978
High 0.7945 0.7966 0.0021 0.3% 0.8028
Low 0.7902 0.7879 -0.0023 -0.3% 0.7879
Close 0.7930 0.7912 -0.0018 -0.2% 0.7912
Range 0.0043 0.0087 0.0044 102.3% 0.0149
ATR 0.0067 0.0068 0.0001 2.2% 0.0000
Volume 256 632 376 146.9% 1,360
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8180 0.8133 0.7960
R3 0.8093 0.8046 0.7936
R2 0.8006 0.8006 0.7928
R1 0.7959 0.7959 0.7920 0.7939
PP 0.7919 0.7919 0.7919 0.7909
S1 0.7872 0.7872 0.7904 0.7852
S2 0.7832 0.7832 0.7896
S3 0.7745 0.7785 0.7888
S4 0.7658 0.7698 0.7864
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8387 0.8298 0.7994
R3 0.8238 0.8149 0.7953
R2 0.8089 0.8089 0.7939
R1 0.8000 0.8000 0.7926 0.7970
PP 0.7940 0.7940 0.7940 0.7925
S1 0.7851 0.7851 0.7898 0.7821
S2 0.7791 0.7791 0.7885
S3 0.7642 0.7702 0.7871
S4 0.7493 0.7553 0.7830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8028 0.7879 0.0149 1.9% 0.0061 0.8% 22% False True 272
10 0.8050 0.7865 0.0185 2.3% 0.0074 0.9% 25% False False 325
20 0.8050 0.7572 0.0478 6.0% 0.0071 0.9% 71% False False 262
40 0.8050 0.7495 0.0555 7.0% 0.0060 0.8% 75% False False 215
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 0.0027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8336
2.618 0.8194
1.618 0.8107
1.000 0.8053
0.618 0.8020
HIGH 0.7966
0.618 0.7933
0.500 0.7923
0.382 0.7912
LOW 0.7879
0.618 0.7825
1.000 0.7792
1.618 0.7738
2.618 0.7651
4.250 0.7509
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 0.7923 0.7929
PP 0.7919 0.7923
S1 0.7916 0.7918

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

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