CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 0.7914 0.7877 -0.0037 -0.5% 0.7883
High 0.7949 0.7931 -0.0018 -0.2% 0.7949
Low 0.7869 0.7857 -0.0012 -0.2% 0.7796
Close 0.7893 0.7921 0.0028 0.4% 0.7921
Range 0.0080 0.0074 -0.0006 -7.5% 0.0153
ATR 0.0069 0.0070 0.0000 0.5% 0.0000
Volume 1,134 478 -656 -57.8% 4,816
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8125 0.8097 0.7962
R3 0.8051 0.8023 0.7941
R2 0.7977 0.7977 0.7935
R1 0.7949 0.7949 0.7928 0.7963
PP 0.7903 0.7903 0.7903 0.7910
S1 0.7875 0.7875 0.7914 0.7889
S2 0.7829 0.7829 0.7907
S3 0.7755 0.7801 0.7901
S4 0.7681 0.7727 0.7880
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8348 0.8287 0.8005
R3 0.8195 0.8134 0.7963
R2 0.8042 0.8042 0.7949
R1 0.7981 0.7981 0.7935 0.8012
PP 0.7889 0.7889 0.7889 0.7904
S1 0.7828 0.7828 0.7907 0.7859
S2 0.7736 0.7736 0.7893
S3 0.7583 0.7675 0.7879
S4 0.7430 0.7522 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7949 0.7796 0.0153 1.9% 0.0082 1.0% 82% False False 963
10 0.7949 0.7796 0.0153 1.9% 0.0068 0.9% 82% False False 842
20 0.8050 0.7796 0.0254 3.2% 0.0071 0.9% 49% False False 583
40 0.8050 0.7525 0.0525 6.6% 0.0065 0.8% 75% False False 392
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8125
1.618 0.8051
1.000 0.8005
0.618 0.7977
HIGH 0.7931
0.618 0.7903
0.500 0.7894
0.382 0.7885
LOW 0.7857
0.618 0.7811
1.000 0.7783
1.618 0.7737
2.618 0.7663
4.250 0.7543
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 0.7912 0.7906
PP 0.7903 0.7892
S1 0.7894 0.7877

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

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