CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 0.7931 0.7937 0.0006 0.1% 0.7918
High 0.7971 0.7984 0.0013 0.2% 0.7943
Low 0.7895 0.7880 -0.0015 -0.2% 0.7856
Close 0.7947 0.7893 -0.0054 -0.7% 0.7926
Range 0.0076 0.0104 0.0028 36.8% 0.0087
ATR 0.0063 0.0066 0.0003 4.7% 0.0000
Volume 733 1,595 862 117.6% 3,432
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8231 0.8166 0.7950
R3 0.8127 0.8062 0.7922
R2 0.8023 0.8023 0.7912
R1 0.7958 0.7958 0.7903 0.7939
PP 0.7919 0.7919 0.7919 0.7909
S1 0.7854 0.7854 0.7883 0.7835
S2 0.7815 0.7815 0.7874
S3 0.7711 0.7750 0.7864
S4 0.7607 0.7646 0.7836
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 0.7984 0.7856 0.0128 1.6% 0.0068 0.9% 29% True False 870
10 0.7984 0.7856 0.0128 1.6% 0.0062 0.8% 29% True False 789
20 0.7984 0.7796 0.0188 2.4% 0.0064 0.8% 52% True False 779
40 0.8050 0.7558 0.0492 6.2% 0.0066 0.8% 68% False False 500
60 0.8050 0.7495 0.0555 7.0% 0.0060 0.8% 72% False False 392
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 0.0021
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8426
2.618 0.8256
1.618 0.8152
1.000 0.8088
0.618 0.8048
HIGH 0.7984
0.618 0.7944
0.500 0.7932
0.382 0.7920
LOW 0.7880
0.618 0.7816
1.000 0.7776
1.618 0.7712
2.618 0.7608
4.250 0.7438
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 0.7932 0.7932
PP 0.7919 0.7919
S1 0.7906 0.7906

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

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