CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 0.7669 0.7684 0.0015 0.2% 0.7811
High 0.7687 0.7694 0.0007 0.1% 0.7829
Low 0.7651 0.7636 -0.0015 -0.2% 0.7621
Close 0.7679 0.7652 -0.0027 -0.4% 0.7662
Range 0.0036 0.0058 0.0022 61.1% 0.0208
ATR 0.0058 0.0058 0.0000 0.0% 0.0000
Volume 72,526 80,797 8,271 11.4% 618,206
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7835 0.7801 0.7684
R3 0.7777 0.7743 0.7668
R2 0.7719 0.7719 0.7663
R1 0.7685 0.7685 0.7657 0.7673
PP 0.7661 0.7661 0.7661 0.7655
S1 0.7627 0.7627 0.7647 0.7615
S2 0.7603 0.7603 0.7641
S3 0.7545 0.7569 0.7636
S4 0.7487 0.7511 0.7620
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 0.7780 0.7621 0.0159 2.1% 0.0062 0.8% 19% False False 116,728
10 0.7879 0.7621 0.0258 3.4% 0.0056 0.7% 12% False False 109,283
20 0.7891 0.7621 0.0270 3.5% 0.0054 0.7% 11% False False 101,506
40 0.8115 0.7621 0.0494 6.5% 0.0061 0.8% 6% False False 91,165
60 0.8115 0.7621 0.0494 6.5% 0.0063 0.8% 6% False False 61,172
80 0.8115 0.7589 0.0526 6.9% 0.0065 0.9% 12% False False 45,950
100 0.8115 0.7508 0.0607 7.9% 0.0062 0.8% 24% False False 36,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7846
1.618 0.7788
1.000 0.7752
0.618 0.7730
HIGH 0.7694
0.618 0.7672
0.500 0.7665
0.382 0.7658
LOW 0.7636
0.618 0.7600
1.000 0.7578
1.618 0.7542
2.618 0.7484
4.250 0.7389
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 0.7665 0.7658
PP 0.7661 0.7656
S1 0.7656 0.7654

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

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