CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 0.7926 0.7931 0.0005 0.1% 0.7918
High 0.7962 0.7971 0.0009 0.1% 0.7943
Low 0.7916 0.7895 -0.0021 -0.3% 0.7856
Close 0.7962 0.7947 -0.0015 -0.2% 0.7926
Range 0.0046 0.0076 0.0030 65.2% 0.0087
ATR 0.0062 0.0063 0.0001 1.6% 0.0000
Volume 525 733 208 39.6% 3,432
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8166 0.8132 0.7989
R3 0.8090 0.8056 0.7968
R2 0.8014 0.8014 0.7961
R1 0.7980 0.7980 0.7954 0.7997
PP 0.7938 0.7938 0.7938 0.7946
S1 0.7904 0.7904 0.7940 0.7921
S2 0.7862 0.7862 0.7933
S3 0.7786 0.7828 0.7926
S4 0.7710 0.7752 0.7905
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 0.7971 0.7856 0.0115 1.4% 0.0055 0.7% 79% True False 769
10 0.7971 0.7805 0.0166 2.1% 0.0063 0.8% 86% True False 743
20 0.7978 0.7796 0.0182 2.3% 0.0061 0.8% 83% False False 708
40 0.8050 0.7556 0.0494 6.2% 0.0067 0.8% 79% False False 477
60 0.8050 0.7443 0.0607 7.6% 0.0059 0.7% 83% False False 368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8294
2.618 0.8170
1.618 0.8094
1.000 0.8047
0.618 0.8018
HIGH 0.7971
0.618 0.7942
0.500 0.7933
0.382 0.7924
LOW 0.7895
0.618 0.7848
1.000 0.7819
1.618 0.7772
2.618 0.7696
4.250 0.7572
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 0.7942 0.7939
PP 0.7938 0.7931
S1 0.7933 0.7923

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

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