CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 0.7896 0.7898 0.0002 0.0% 0.7978
High 0.7928 0.7901 -0.0027 -0.3% 0.8028
Low 0.7875 0.7843 -0.0032 -0.4% 0.7879
Close 0.7900 0.7870 -0.0030 -0.4% 0.7912
Range 0.0053 0.0058 0.0005 9.4% 0.0149
ATR 0.0066 0.0065 -0.0001 -0.9% 0.0000
Volume 213 1,197 984 462.0% 1,360
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8045 0.8016 0.7902
R3 0.7987 0.7958 0.7886
R2 0.7929 0.7929 0.7881
R1 0.7900 0.7900 0.7875 0.7886
PP 0.7871 0.7871 0.7871 0.7864
S1 0.7842 0.7842 0.7865 0.7828
S2 0.7813 0.7813 0.7859
S3 0.7755 0.7784 0.7854
S4 0.7697 0.7726 0.7838
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 0.7966 0.7843 0.0123 1.6% 0.0058 0.7% 22% False True 545
10 0.8050 0.7843 0.0207 2.6% 0.0064 0.8% 13% False True 365
20 0.8050 0.7662 0.0388 4.9% 0.0074 0.9% 54% False False 340
40 0.8050 0.7518 0.0532 6.8% 0.0061 0.8% 66% False False 257
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8053
1.618 0.7995
1.000 0.7959
0.618 0.7937
HIGH 0.7901
0.618 0.7879
0.500 0.7872
0.382 0.7865
LOW 0.7843
0.618 0.7807
1.000 0.7785
1.618 0.7749
2.618 0.7691
4.250 0.7597
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 0.7872 0.7889
PP 0.7871 0.7883
S1 0.7871 0.7876

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

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