CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 0.7898 0.7880 -0.0018 -0.2% 0.7978
High 0.7901 0.7896 -0.0005 -0.1% 0.8028
Low 0.7843 0.7855 0.0012 0.2% 0.7879
Close 0.7870 0.7877 0.0007 0.1% 0.7912
Range 0.0058 0.0041 -0.0017 -29.3% 0.0149
ATR 0.0065 0.0064 -0.0002 -2.7% 0.0000
Volume 1,197 671 -526 -43.9% 1,360
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7999 0.7979 0.7900
R3 0.7958 0.7938 0.7888
R2 0.7917 0.7917 0.7885
R1 0.7897 0.7897 0.7881 0.7887
PP 0.7876 0.7876 0.7876 0.7871
S1 0.7856 0.7856 0.7873 0.7846
S2 0.7835 0.7835 0.7869
S3 0.7794 0.7815 0.7866
S4 0.7753 0.7774 0.7854
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% 28% False False 628
10 0.8028 0.7843 0.0185 2.3% 0.0058 0.7% 18% False False 403
20 0.8050 0.7714 0.0336 4.3% 0.0073 0.9% 49% False False 365
40 0.8050 0.7519 0.0531 6.7% 0.0060 0.8% 67% False False 266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.8003
1.618 0.7962
1.000 0.7937
0.618 0.7921
HIGH 0.7896
0.618 0.7880
0.500 0.7876
0.382 0.7871
LOW 0.7855
0.618 0.7830
1.000 0.7814
1.618 0.7789
2.618 0.7748
4.250 0.7681
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 0.7877 0.7886
PP 0.7876 0.7883
S1 0.7876 0.7880

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

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