CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 0.7674 0.7674 0.0000 0.0% 0.7650
High 0.7690 0.7692 0.0002 0.0% 0.7698
Low 0.7647 0.7651 0.0004 0.1% 0.7624
Close 0.7679 0.7656 -0.0023 -0.3% 0.7656
Range 0.0043 0.0041 -0.0002 -4.7% 0.0074
ATR 0.0058 0.0056 -0.0001 -2.1% 0.0000
Volume 90,929 72,114 -18,815 -20.7% 398,357
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7789 0.7764 0.7679
R3 0.7748 0.7723 0.7667
R2 0.7707 0.7707 0.7664
R1 0.7682 0.7682 0.7660 0.7674
PP 0.7666 0.7666 0.7666 0.7663
S1 0.7641 0.7641 0.7652 0.7633
S2 0.7625 0.7625 0.7648
S3 0.7584 0.7600 0.7645
S4 0.7543 0.7559 0.7633
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7881 0.7843 0.7697
R3 0.7807 0.7769 0.7676
R2 0.7733 0.7733 0.7670
R1 0.7695 0.7695 0.7663 0.7714
PP 0.7659 0.7659 0.7659 0.7669
S1 0.7621 0.7621 0.7649 0.7640
S2 0.7585 0.7585 0.7642
S3 0.7511 0.7547 0.7636
S4 0.7437 0.7473 0.7615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7698 0.7624 0.0074 1.0% 0.0051 0.7% 43% False False 79,671
10 0.7726 0.7624 0.0102 1.3% 0.0053 0.7% 31% False False 88,549
20 0.7884 0.7621 0.0263 3.4% 0.0054 0.7% 13% False False 99,870
40 0.8096 0.7621 0.0475 6.2% 0.0060 0.8% 7% False False 100,691
60 0.8115 0.7621 0.0494 6.5% 0.0061 0.8% 7% False False 73,249
80 0.8115 0.7621 0.0494 6.5% 0.0063 0.8% 7% False False 55,080
100 0.8115 0.7519 0.0596 7.8% 0.0062 0.8% 23% False False 44,107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7866
2.618 0.7799
1.618 0.7758
1.000 0.7733
0.618 0.7717
HIGH 0.7692
0.618 0.7676
0.500 0.7672
0.382 0.7667
LOW 0.7651
0.618 0.7626
1.000 0.7610
1.618 0.7585
2.618 0.7544
4.250 0.7477
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 0.7672 0.7667
PP 0.7666 0.7663
S1 0.7661 0.7660

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

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