CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 0.7895 0.7892 -0.0003 0.0% 0.7918
High 0.7904 0.7943 0.0039 0.5% 0.7943
Low 0.7856 0.7875 0.0019 0.2% 0.7856
Close 0.7894 0.7926 0.0032 0.4% 0.7926
Range 0.0048 0.0068 0.0020 41.7% 0.0087
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 263 1,234 971 369.2% 3,432
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8119 0.8090 0.7963
R3 0.8051 0.8022 0.7945
R2 0.7983 0.7983 0.7938
R1 0.7954 0.7954 0.7932 0.7969
PP 0.7915 0.7915 0.7915 0.7922
S1 0.7886 0.7886 0.7920 0.7901
S2 0.7847 0.7847 0.7914
S3 0.7779 0.7818 0.7907
S4 0.7711 0.7750 0.7889
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8169 0.8135 0.7974
R3 0.8082 0.8048 0.7950
R2 0.7995 0.7995 0.7942
R1 0.7961 0.7961 0.7934 0.7978
PP 0.7908 0.7908 0.7908 0.7917
S1 0.7874 0.7874 0.7918 0.7891
S2 0.7821 0.7821 0.7910
S3 0.7734 0.7787 0.7902
S4 0.7647 0.7700 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7943 0.7856 0.0087 1.1% 0.0048 0.6% 80% True False 686
10 0.7949 0.7796 0.0153 1.9% 0.0065 0.8% 85% False False 824
20 0.8028 0.7796 0.0232 2.9% 0.0061 0.8% 56% False False 660
40 0.8050 0.7556 0.0494 6.2% 0.0066 0.8% 75% False False 450
60 0.8050 0.7390 0.0660 8.3% 0.0059 0.7% 81% False False 350
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 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8232
2.618 0.8121
1.618 0.8053
1.000 0.8011
0.618 0.7985
HIGH 0.7943
0.618 0.7917
0.500 0.7909
0.382 0.7901
LOW 0.7875
0.618 0.7833
1.000 0.7807
1.618 0.7765
2.618 0.7697
4.250 0.7586
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 0.7920 0.7917
PP 0.7915 0.7908
S1 0.7909 0.7900

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

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