CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 0.7940 0.7917 -0.0023 -0.3% 0.7978
High 0.7966 0.7935 -0.0031 -0.4% 0.8028
Low 0.7879 0.7886 0.0007 0.1% 0.7879
Close 0.7912 0.7899 -0.0013 -0.2% 0.7912
Range 0.0087 0.0049 -0.0038 -43.7% 0.0149
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 632 428 -204 -32.3% 1,360
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8054 0.8025 0.7926
R3 0.8005 0.7976 0.7912
R2 0.7956 0.7956 0.7908
R1 0.7927 0.7927 0.7903 0.7917
PP 0.7907 0.7907 0.7907 0.7902
S1 0.7878 0.7878 0.7895 0.7868
S2 0.7858 0.7858 0.7890
S3 0.7809 0.7829 0.7886
S4 0.7760 0.7780 0.7872
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% 0.0062 0.8% 13% False False 335
10 0.8050 0.7865 0.0185 2.3% 0.0073 0.9% 18% False False 332
20 0.8050 0.7589 0.0461 5.8% 0.0073 0.9% 67% False False 284
40 0.8050 0.7508 0.0542 6.9% 0.0060 0.8% 72% False False 225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8063
1.618 0.8014
1.000 0.7984
0.618 0.7965
HIGH 0.7935
0.618 0.7916
0.500 0.7911
0.382 0.7905
LOW 0.7886
0.618 0.7856
1.000 0.7837
1.618 0.7807
2.618 0.7758
4.250 0.7678
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 0.7911 0.7923
PP 0.7907 0.7915
S1 0.7903 0.7907

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

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