CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 0.7570 0.7556 -0.0014 -0.2% 0.7610
High 0.7594 0.7639 0.0045 0.6% 0.7643
Low 0.7555 0.7555 0.0000 0.0% 0.7550
Close 0.7565 0.7610 0.0045 0.6% 0.7610
Range 0.0039 0.0084 0.0045 115.4% 0.0093
ATR 0.0051 0.0054 0.0002 4.5% 0.0000
Volume 106,368 148,394 42,026 39.5% 537,452
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7853 0.7816 0.7656
R3 0.7769 0.7732 0.7633
R2 0.7685 0.7685 0.7625
R1 0.7648 0.7648 0.7618 0.7667
PP 0.7601 0.7601 0.7601 0.7611
S1 0.7564 0.7564 0.7602 0.7583
S2 0.7517 0.7517 0.7595
S3 0.7433 0.7480 0.7587
S4 0.7349 0.7396 0.7564
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7838 0.7661
R3 0.7787 0.7745 0.7636
R2 0.7694 0.7694 0.7627
R1 0.7652 0.7652 0.7619 0.7656
PP 0.7601 0.7601 0.7601 0.7603
S1 0.7559 0.7559 0.7601 0.7564
S2 0.7508 0.7508 0.7593
S3 0.7415 0.7466 0.7584
S4 0.7322 0.7373 0.7559
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% 0.0053 0.7% 65% False False 107,490
10 0.7643 0.7530 0.0113 1.5% 0.0053 0.7% 71% False False 98,012
20 0.7713 0.7530 0.0183 2.4% 0.0053 0.7% 44% False False 93,956
40 0.7891 0.7530 0.0361 4.7% 0.0053 0.7% 22% False False 98,085
60 0.8115 0.7530 0.0585 7.7% 0.0058 0.8% 14% False False 95,488
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 14% False False 72,038
100 0.8115 0.7530 0.0585 7.7% 0.0063 0.8% 14% False False 57,698
120 0.8115 0.7518 0.0597 7.8% 0.0061 0.8% 15% False False 48,111
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 0.0014
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7859
1.618 0.7775
1.000 0.7723
0.618 0.7691
HIGH 0.7639
0.618 0.7607
0.500 0.7597
0.382 0.7587
LOW 0.7555
0.618 0.7503
1.000 0.7471
1.618 0.7419
2.618 0.7335
4.250 0.7198
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 0.7606 0.7605
PP 0.7601 0.7600
S1 0.7597 0.7595

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

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