CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 0.7646 0.7674 0.0028 0.4% 0.7669
High 0.7682 0.7690 0.0008 0.1% 0.7726
Low 0.7641 0.7647 0.0006 0.1% 0.7635
Close 0.7674 0.7679 0.0005 0.1% 0.7646
Range 0.0041 0.0043 0.0002 4.9% 0.0091
ATR 0.0059 0.0058 -0.0001 -1.9% 0.0000
Volume 76,470 90,929 14,459 18.9% 487,134
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7801 0.7783 0.7703
R3 0.7758 0.7740 0.7691
R2 0.7715 0.7715 0.7687
R1 0.7697 0.7697 0.7683 0.7706
PP 0.7672 0.7672 0.7672 0.7677
S1 0.7654 0.7654 0.7675 0.7663
S2 0.7629 0.7629 0.7671
S3 0.7586 0.7611 0.7667
S4 0.7543 0.7568 0.7655
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7942 0.7885 0.7696
R3 0.7851 0.7794 0.7671
R2 0.7760 0.7760 0.7663
R1 0.7703 0.7703 0.7654 0.7686
PP 0.7669 0.7669 0.7669 0.7661
S1 0.7612 0.7612 0.7638 0.7595
S2 0.7578 0.7578 0.7629
S3 0.7487 0.7521 0.7621
S4 0.7396 0.7430 0.7596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7713 0.7624 0.0089 1.2% 0.0058 0.8% 62% False False 89,006
10 0.7726 0.7621 0.0105 1.4% 0.0054 0.7% 55% False False 94,737
20 0.7891 0.7621 0.0270 3.5% 0.0056 0.7% 21% False False 101,885
40 0.8096 0.7621 0.0475 6.2% 0.0060 0.8% 12% False False 101,529
60 0.8115 0.7621 0.0494 6.4% 0.0062 0.8% 12% False False 72,066
80 0.8115 0.7621 0.0494 6.4% 0.0064 0.8% 12% False False 54,184
100 0.8115 0.7519 0.0596 7.8% 0.0062 0.8% 27% False False 43,386
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7803
1.618 0.7760
1.000 0.7733
0.618 0.7717
HIGH 0.7690
0.618 0.7674
0.500 0.7669
0.382 0.7663
LOW 0.7647
0.618 0.7620
1.000 0.7604
1.618 0.7577
2.618 0.7534
4.250 0.7464
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 0.7676 0.7673
PP 0.7672 0.7667
S1 0.7669 0.7661

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

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