CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 0.7838 0.7809 -0.0029 -0.4% 0.7917
High 0.7863 0.7921 0.0058 0.7% 0.7935
Low 0.7796 0.7805 0.0009 0.1% 0.7827
Close 0.7806 0.7905 0.0099 1.3% 0.7883
Range 0.0067 0.0116 0.0049 73.1% 0.0108
ATR 0.0065 0.0068 0.0004 5.7% 0.0000
Volume 1,669 1,136 -533 -31.9% 3,610
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8225 0.8181 0.7969
R3 0.8109 0.8065 0.7937
R2 0.7993 0.7993 0.7926
R1 0.7949 0.7949 0.7916 0.7971
PP 0.7877 0.7877 0.7877 0.7888
S1 0.7833 0.7833 0.7894 0.7855
S2 0.7761 0.7761 0.7884
S3 0.7645 0.7717 0.7873
S4 0.7529 0.7601 0.7841
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 0.7921 0.7796 0.0125 1.6% 0.0073 0.9% 87% True False 995
10 0.7966 0.7796 0.0170 2.2% 0.0065 0.8% 64% False False 770
20 0.8050 0.7796 0.0254 3.2% 0.0072 0.9% 43% False False 540
40 0.8050 0.7519 0.0531 6.7% 0.0063 0.8% 73% False False 367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8414
2.618 0.8225
1.618 0.8109
1.000 0.8037
0.618 0.7993
HIGH 0.7921
0.618 0.7877
0.500 0.7863
0.382 0.7849
LOW 0.7805
0.618 0.7733
1.000 0.7689
1.618 0.7617
2.618 0.7501
4.250 0.7312
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 0.7891 0.7890
PP 0.7877 0.7874
S1 0.7863 0.7859

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

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