CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 0.7610 0.7602 -0.0008 -0.1% 0.7555
High 0.7643 0.7619 -0.0024 -0.3% 0.7637
Low 0.7591 0.7586 -0.0005 -0.1% 0.7530
Close 0.7606 0.7595 -0.0011 -0.1% 0.7612
Range 0.0052 0.0033 -0.0019 -36.5% 0.0107
ATR 0.0053 0.0052 -0.0001 -2.7% 0.0000
Volume 92,050 91,696 -354 -0.4% 342,904
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7699 0.7680 0.7613
R3 0.7666 0.7647 0.7604
R2 0.7633 0.7633 0.7601
R1 0.7614 0.7614 0.7598 0.7607
PP 0.7600 0.7600 0.7600 0.7597
S1 0.7581 0.7581 0.7592 0.7574
S2 0.7567 0.7567 0.7589
S3 0.7534 0.7548 0.7586
S4 0.7501 0.7515 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 0.7% 58% False False 89,474
10 0.7647 0.7530 0.0117 1.5% 0.0049 0.6% 56% False False 93,409
20 0.7726 0.7530 0.0196 2.6% 0.0052 0.7% 33% False False 91,062
40 0.7891 0.7530 0.0361 4.8% 0.0053 0.7% 18% False False 96,401
60 0.8115 0.7530 0.0585 7.7% 0.0058 0.8% 11% False False 89,870
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 11% False False 67,640
100 0.8115 0.7530 0.0585 7.7% 0.0062 0.8% 11% False False 54,164
120 0.8115 0.7495 0.0620 8.2% 0.0060 0.8% 16% False False 45,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7705
1.618 0.7672
1.000 0.7652
0.618 0.7639
HIGH 0.7619
0.618 0.7606
0.500 0.7603
0.382 0.7599
LOW 0.7586
0.618 0.7566
1.000 0.7553
1.618 0.7533
2.618 0.7500
4.250 0.7446
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 0.7603 0.7615
PP 0.7600 0.7608
S1 0.7598 0.7602

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

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