CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 0.7583 0.7584 0.0001 0.0% 0.7648
High 0.7607 0.7605 -0.0002 0.0% 0.7663
Low 0.7566 0.7533 -0.0033 -0.4% 0.7533
Close 0.7585 0.7564 -0.0021 -0.3% 0.7564
Range 0.0041 0.0072 0.0031 75.6% 0.0130
ATR 0.0054 0.0055 0.0001 2.4% 0.0000
Volume 78,813 99,764 20,951 26.6% 481,637
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7783 0.7746 0.7604
R3 0.7711 0.7674 0.7584
R2 0.7639 0.7639 0.7577
R1 0.7602 0.7602 0.7571 0.7585
PP 0.7567 0.7567 0.7567 0.7559
S1 0.7530 0.7530 0.7557 0.7513
S2 0.7495 0.7495 0.7551
S3 0.7423 0.7458 0.7544
S4 0.7351 0.7386 0.7524
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7977 0.7900 0.7636
R3 0.7847 0.7770 0.7600
R2 0.7717 0.7717 0.7588
R1 0.7640 0.7640 0.7576 0.7614
PP 0.7587 0.7587 0.7587 0.7573
S1 0.7510 0.7510 0.7552 0.7484
S2 0.7457 0.7457 0.7540
S3 0.7327 0.7380 0.7528
S4 0.7197 0.7250 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7663 0.7533 0.0130 1.7% 0.0052 0.7% 24% False True 96,327
10 0.7698 0.7533 0.0165 2.2% 0.0051 0.7% 19% False True 87,999
20 0.7829 0.7533 0.0296 3.9% 0.0055 0.7% 10% False True 99,266
40 0.7966 0.7533 0.0433 5.7% 0.0054 0.7% 7% False True 98,591
60 0.8115 0.7533 0.0582 7.7% 0.0061 0.8% 5% False True 81,232
80 0.8115 0.7533 0.0582 7.7% 0.0061 0.8% 5% False True 61,076
100 0.8115 0.7533 0.0582 7.7% 0.0063 0.8% 5% False True 48,913
120 0.8115 0.7357 0.0758 10.0% 0.0060 0.8% 27% False False 40,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7911
2.618 0.7793
1.618 0.7721
1.000 0.7677
0.618 0.7649
HIGH 0.7605
0.618 0.7577
0.500 0.7569
0.382 0.7561
LOW 0.7533
0.618 0.7489
1.000 0.7461
1.618 0.7417
2.618 0.7345
4.250 0.7227
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 0.7569 0.7581
PP 0.7567 0.7575
S1 0.7566 0.7570

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

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