CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 0.7860 0.7883 0.0023 0.3% 0.7917
High 0.7895 0.7904 0.0009 0.1% 0.7935
Low 0.7827 0.7832 0.0005 0.1% 0.7827
Close 0.7883 0.7846 -0.0037 -0.5% 0.7883
Range 0.0068 0.0072 0.0004 5.9% 0.0108
ATR 0.0064 0.0064 0.0001 0.9% 0.0000
Volume 1,101 399 -702 -63.8% 3,610
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8077 0.8033 0.7886
R3 0.8005 0.7961 0.7866
R2 0.7933 0.7933 0.7859
R1 0.7889 0.7889 0.7853 0.7875
PP 0.7861 0.7861 0.7861 0.7854
S1 0.7817 0.7817 0.7839 0.7803
S2 0.7789 0.7789 0.7833
S3 0.7717 0.7745 0.7826
S4 0.7645 0.7673 0.7806
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 0.7928 0.7827 0.0101 1.3% 0.0058 0.7% 19% False False 716
10 0.8028 0.7827 0.0201 2.6% 0.0060 0.8% 9% False False 525
20 0.8050 0.7773 0.0277 3.5% 0.0072 0.9% 26% False False 419
40 0.8050 0.7519 0.0531 6.8% 0.0061 0.8% 62% False False 298
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8092
1.618 0.8020
1.000 0.7976
0.618 0.7948
HIGH 0.7904
0.618 0.7876
0.500 0.7868
0.382 0.7860
LOW 0.7832
0.618 0.7788
1.000 0.7760
1.618 0.7716
2.618 0.7644
4.250 0.7526
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 0.7868 0.7866
PP 0.7861 0.7859
S1 0.7853 0.7853

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.