CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.7656 0.7669 0.0013 0.2% 0.7811
High 0.7675 0.7687 0.0012 0.2% 0.7829
Low 0.7621 0.7651 0.0030 0.4% 0.7621
Close 0.7662 0.7679 0.0017 0.2% 0.7662
Range 0.0054 0.0036 -0.0018 -33.3% 0.0208
ATR 0.0060 0.0058 -0.0002 -2.8% 0.0000
Volume 133,993 72,526 -61,467 -45.9% 618,206
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7780 0.7766 0.7699
R3 0.7744 0.7730 0.7689
R2 0.7708 0.7708 0.7686
R1 0.7694 0.7694 0.7682 0.7701
PP 0.7672 0.7672 0.7672 0.7676
S1 0.7658 0.7658 0.7676 0.7665
S2 0.7636 0.7636 0.7672
S3 0.7600 0.7622 0.7669
S4 0.7564 0.7586 0.7659
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8328 0.8203 0.7776
R3 0.8120 0.7995 0.7719
R2 0.7912 0.7912 0.7700
R1 0.7787 0.7787 0.7681 0.7746
PP 0.7704 0.7704 0.7704 0.7683
S1 0.7579 0.7579 0.7643 0.7538
S2 0.7496 0.7496 0.7624
S3 0.7288 0.7371 0.7605
S4 0.7080 0.7163 0.7548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7621 0.0199 2.6% 0.0061 0.8% 29% False False 120,283
10 0.7879 0.7621 0.0258 3.4% 0.0054 0.7% 22% False False 110,055
20 0.7891 0.7621 0.0270 3.5% 0.0054 0.7% 21% False False 101,739
40 0.8115 0.7621 0.0494 6.4% 0.0062 0.8% 12% False False 89,273
60 0.8115 0.7621 0.0494 6.4% 0.0063 0.8% 12% False False 59,832
80 0.8115 0.7572 0.0543 7.1% 0.0065 0.8% 20% False False 44,940
100 0.8115 0.7495 0.0620 8.1% 0.0062 0.8% 30% False False 35,985
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7781
1.618 0.7745
1.000 0.7723
0.618 0.7709
HIGH 0.7687
0.618 0.7673
0.500 0.7669
0.382 0.7665
LOW 0.7651
0.618 0.7629
1.000 0.7615
1.618 0.7593
2.618 0.7557
4.250 0.7498
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.7676 0.7676
PP 0.7672 0.7673
S1 0.7669 0.7670

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

View Archives - Comment on this page... - Back to Index of Symbols