CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 0.7614 0.7610 -0.0004 -0.1% 0.7555
High 0.7637 0.7643 0.0006 0.1% 0.7637
Low 0.7602 0.7591 -0.0011 -0.1% 0.7530
Close 0.7612 0.7606 -0.0006 -0.1% 0.7612
Range 0.0035 0.0052 0.0017 48.6% 0.0107
ATR 0.0054 0.0053 0.0000 -0.2% 0.0000
Volume 81,081 92,050 10,969 13.5% 342,904
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7769 0.7740 0.7635
R3 0.7717 0.7688 0.7620
R2 0.7665 0.7665 0.7616
R1 0.7636 0.7636 0.7611 0.7625
PP 0.7613 0.7613 0.7613 0.7608
S1 0.7584 0.7584 0.7601 0.7573
S2 0.7561 0.7561 0.7596
S3 0.7509 0.7532 0.7592
S4 0.7457 0.7480 0.7577
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7914 0.7870 0.7671
R3 0.7807 0.7763 0.7641
R2 0.7700 0.7700 0.7632
R1 0.7656 0.7656 0.7622 0.7678
PP 0.7593 0.7593 0.7593 0.7604
S1 0.7549 0.7549 0.7602 0.7571
S2 0.7486 0.7486 0.7592
S3 0.7379 0.7442 0.7583
S4 0.7272 0.7335 0.7553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7530 0.0113 1.5% 0.0049 0.6% 67% True False 86,990
10 0.7663 0.7530 0.0133 1.7% 0.0051 0.7% 57% False False 91,659
20 0.7726 0.7530 0.0196 2.6% 0.0052 0.7% 39% False False 90,104
40 0.7891 0.7530 0.0361 4.7% 0.0053 0.7% 21% False False 96,198
60 0.8115 0.7530 0.0585 7.7% 0.0059 0.8% 13% False False 88,395
80 0.8115 0.7530 0.0585 7.7% 0.0061 0.8% 13% False False 66,501
100 0.8115 0.7530 0.0585 7.7% 0.0062 0.8% 13% False False 53,247
120 0.8115 0.7495 0.0620 8.2% 0.0060 0.8% 18% False False 44,401
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7779
1.618 0.7727
1.000 0.7695
0.618 0.7675
HIGH 0.7643
0.618 0.7623
0.500 0.7617
0.382 0.7611
LOW 0.7591
0.618 0.7559
1.000 0.7539
1.618 0.7507
2.618 0.7455
4.250 0.7370
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 0.7617 0.7603
PP 0.7613 0.7601
S1 0.7610 0.7598

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

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