CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 0.7917 0.7896 -0.0021 -0.3% 0.7978
High 0.7935 0.7928 -0.0007 -0.1% 0.8028
Low 0.7886 0.7875 -0.0011 -0.1% 0.7879
Close 0.7899 0.7900 0.0001 0.0% 0.7912
Range 0.0049 0.0053 0.0004 8.2% 0.0149
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 428 213 -215 -50.2% 1,360
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8060 0.8033 0.7929
R3 0.8007 0.7980 0.7915
R2 0.7954 0.7954 0.7910
R1 0.7927 0.7927 0.7905 0.7941
PP 0.7901 0.7901 0.7901 0.7908
S1 0.7874 0.7874 0.7895 0.7888
S2 0.7848 0.7848 0.7890
S3 0.7795 0.7821 0.7885
S4 0.7742 0.7768 0.7871
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 0.7978 0.7875 0.0103 1.3% 0.0056 0.7% 24% False True 337
10 0.8050 0.7865 0.0185 2.3% 0.0072 0.9% 19% False False 319
20 0.8050 0.7628 0.0422 5.3% 0.0073 0.9% 64% False False 290
40 0.8050 0.7509 0.0541 6.8% 0.0061 0.8% 72% False False 230
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8153
2.618 0.8067
1.618 0.8014
1.000 0.7981
0.618 0.7961
HIGH 0.7928
0.618 0.7908
0.500 0.7902
0.382 0.7895
LOW 0.7875
0.618 0.7842
1.000 0.7822
1.618 0.7789
2.618 0.7736
4.250 0.7650
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 0.7902 0.7921
PP 0.7901 0.7914
S1 0.7901 0.7907

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

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