CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 0.7880 0.7860 -0.0020 -0.3% 0.7917
High 0.7896 0.7895 -0.0001 0.0% 0.7935
Low 0.7855 0.7827 -0.0028 -0.4% 0.7827
Close 0.7877 0.7883 0.0006 0.1% 0.7883
Range 0.0041 0.0068 0.0027 65.9% 0.0108
ATR 0.0064 0.0064 0.0000 0.5% 0.0000
Volume 671 1,101 430 64.1% 3,610
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8072 0.8046 0.7920
R3 0.8004 0.7978 0.7902
R2 0.7936 0.7936 0.7895
R1 0.7910 0.7910 0.7889 0.7923
PP 0.7868 0.7868 0.7868 0.7875
S1 0.7842 0.7842 0.7877 0.7855
S2 0.7800 0.7800 0.7871
S3 0.7732 0.7774 0.7864
S4 0.7664 0.7706 0.7846
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8206 0.8152 0.7942
R3 0.8098 0.8044 0.7913
R2 0.7990 0.7990 0.7903
R1 0.7936 0.7936 0.7893 0.7909
PP 0.7882 0.7882 0.7882 0.7868
S1 0.7828 0.7828 0.7873 0.7801
S2 0.7774 0.7774 0.7863
S3 0.7666 0.7720 0.7853
S4 0.7558 0.7612 0.7824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7935 0.7827 0.0108 1.4% 0.0054 0.7% 52% False True 722
10 0.8028 0.7827 0.0201 2.5% 0.0057 0.7% 28% False True 497
20 0.8050 0.7773 0.0277 3.5% 0.0071 0.9% 40% False False 405
40 0.8050 0.7519 0.0531 6.7% 0.0060 0.8% 69% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8184
2.618 0.8073
1.618 0.8005
1.000 0.7963
0.618 0.7937
HIGH 0.7895
0.618 0.7869
0.500 0.7861
0.382 0.7853
LOW 0.7827
0.618 0.7785
1.000 0.7759
1.618 0.7717
2.618 0.7649
4.250 0.7538
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 0.7876 0.7877
PP 0.7868 0.7870
S1 0.7861 0.7864

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

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