CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 0.7840 0.7841 0.0001 0.0% 0.7768
High 0.7852 0.7879 0.0027 0.3% 0.7891
Low 0.7814 0.7836 0.0022 0.3% 0.7740
Close 0.7842 0.7857 0.0015 0.2% 0.7877
Range 0.0038 0.0043 0.0005 13.2% 0.0151
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 82,912 119,263 36,351 43.8% 423,815
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7986 0.7965 0.7881
R3 0.7943 0.7922 0.7869
R2 0.7900 0.7900 0.7865
R1 0.7879 0.7879 0.7861 0.7890
PP 0.7857 0.7857 0.7857 0.7863
S1 0.7836 0.7836 0.7853 0.7847
S2 0.7814 0.7814 0.7849
S3 0.7771 0.7793 0.7845
S4 0.7728 0.7750 0.7833
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8289 0.8234 0.7960
R3 0.8138 0.8083 0.7919
R2 0.7987 0.7987 0.7905
R1 0.7932 0.7932 0.7891 0.7960
PP 0.7836 0.7836 0.7836 0.7850
S1 0.7781 0.7781 0.7863 0.7809
S2 0.7685 0.7685 0.7849
S3 0.7534 0.7630 0.7835
S4 0.7383 0.7479 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7812 0.0079 1.0% 0.0050 0.6% 57% False False 97,397
10 0.7891 0.7725 0.0166 2.1% 0.0048 0.6% 80% False False 93,859
20 0.7978 0.7725 0.0253 3.2% 0.0054 0.7% 52% False False 97,229
40 0.8115 0.7725 0.0390 5.0% 0.0064 0.8% 34% False False 69,243
60 0.8115 0.7725 0.0390 5.0% 0.0064 0.8% 34% False False 46,365
80 0.8115 0.7556 0.0559 7.1% 0.0065 0.8% 54% False False 34,839
100 0.8115 0.7357 0.0758 9.6% 0.0061 0.8% 66% False False 27,893
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7992
1.618 0.7949
1.000 0.7922
0.618 0.7906
HIGH 0.7879
0.618 0.7863
0.500 0.7858
0.382 0.7852
LOW 0.7836
0.618 0.7809
1.000 0.7793
1.618 0.7766
2.618 0.7723
4.250 0.7653
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 0.7858 0.7853
PP 0.7857 0.7849
S1 0.7857 0.7846

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

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