CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 0.7602 0.7600 -0.0002 0.0% 0.7555
High 0.7619 0.7607 -0.0012 -0.2% 0.7637
Low 0.7586 0.7550 -0.0036 -0.5% 0.7530
Close 0.7595 0.7576 -0.0019 -0.3% 0.7612
Range 0.0033 0.0057 0.0024 72.7% 0.0107
ATR 0.0052 0.0052 0.0000 0.7% 0.0000
Volume 91,696 98,944 7,248 7.9% 342,904
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7749 0.7719 0.7607
R3 0.7692 0.7662 0.7592
R2 0.7635 0.7635 0.7586
R1 0.7605 0.7605 0.7581 0.7592
PP 0.7578 0.7578 0.7578 0.7571
S1 0.7548 0.7548 0.7571 0.7535
S2 0.7521 0.7521 0.7566
S3 0.7464 0.7491 0.7560
S4 0.7407 0.7434 0.7545
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 0.7550 0.0093 1.2% 0.0049 0.6% 28% False True 90,725
10 0.7643 0.7530 0.0113 1.5% 0.0051 0.7% 41% False False 92,950
20 0.7726 0.7530 0.0196 2.6% 0.0052 0.7% 23% False False 91,969
40 0.7891 0.7530 0.0361 4.8% 0.0053 0.7% 13% False False 96,738
60 0.8115 0.7530 0.0585 7.7% 0.0058 0.8% 8% False False 91,433
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 8% False False 68,871
100 0.8115 0.7530 0.0585 7.7% 0.0063 0.8% 8% False False 55,154
120 0.8115 0.7508 0.0607 8.0% 0.0060 0.8% 11% False False 45,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7756
1.618 0.7699
1.000 0.7664
0.618 0.7642
HIGH 0.7607
0.618 0.7585
0.500 0.7579
0.382 0.7572
LOW 0.7550
0.618 0.7515
1.000 0.7493
1.618 0.7458
2.618 0.7401
4.250 0.7308
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 0.7579 0.7597
PP 0.7578 0.7590
S1 0.7577 0.7583

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

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