CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 0.7918 0.7923 0.0005 0.1% 0.7883
High 0.7938 0.7938 0.0000 0.0% 0.7949
Low 0.7900 0.7887 -0.0013 -0.2% 0.7796
Close 0.7923 0.7897 -0.0026 -0.3% 0.7921
Range 0.0038 0.0051 0.0013 34.2% 0.0153
ATR 0.0067 0.0066 -0.0001 -1.7% 0.0000
Volume 394 451 57 14.5% 4,816
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8060 0.8030 0.7925
R3 0.8009 0.7979 0.7911
R2 0.7958 0.7958 0.7906
R1 0.7928 0.7928 0.7902 0.7918
PP 0.7907 0.7907 0.7907 0.7902
S1 0.7877 0.7877 0.7892 0.7867
S2 0.7856 0.7856 0.7888
S3 0.7805 0.7826 0.7883
S4 0.7754 0.7775 0.7869
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 0.7805 0.0144 1.8% 0.0072 0.9% 64% False False 718
10 0.7949 0.7796 0.0153 1.9% 0.0067 0.8% 66% False False 863
20 0.8050 0.7796 0.0254 3.2% 0.0069 0.9% 40% False False 591
40 0.8050 0.7556 0.0494 6.3% 0.0066 0.8% 69% False False 409
60 0.8050 0.7357 0.0693 8.8% 0.0059 0.7% 78% False False 310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8072
1.618 0.8021
1.000 0.7989
0.618 0.7970
HIGH 0.7938
0.618 0.7919
0.500 0.7913
0.382 0.7906
LOW 0.7887
0.618 0.7855
1.000 0.7836
1.618 0.7804
2.618 0.7753
4.250 0.7670
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 0.7913 0.7898
PP 0.7907 0.7897
S1 0.7902 0.7897

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

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