CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 0.7556 0.7594 0.0038 0.5% 0.7610
High 0.7639 0.7614 -0.0025 -0.3% 0.7643
Low 0.7555 0.7579 0.0024 0.3% 0.7550
Close 0.7610 0.7593 -0.0017 -0.2% 0.7610
Range 0.0084 0.0035 -0.0049 -58.3% 0.0093
ATR 0.0054 0.0052 -0.0001 -2.5% 0.0000
Volume 148,394 75,480 -72,914 -49.1% 537,452
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7700 0.7682 0.7612
R3 0.7665 0.7647 0.7603
R2 0.7630 0.7630 0.7599
R1 0.7612 0.7612 0.7596 0.7604
PP 0.7595 0.7595 0.7595 0.7591
S1 0.7577 0.7577 0.7590 0.7569
S2 0.7560 0.7560 0.7587
S3 0.7525 0.7542 0.7583
S4 0.7490 0.7507 0.7574
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 0.7639 0.7550 0.0089 1.2% 0.0050 0.7% 48% False False 104,176
10 0.7643 0.7530 0.0113 1.5% 0.0049 0.6% 56% False False 95,583
20 0.7698 0.7530 0.0168 2.2% 0.0050 0.7% 38% False False 91,791
40 0.7891 0.7530 0.0361 4.8% 0.0052 0.7% 17% False False 96,467
60 0.8096 0.7530 0.0566 7.5% 0.0057 0.8% 11% False False 96,559
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 11% False False 72,973
100 0.8115 0.7530 0.0585 7.7% 0.0063 0.8% 11% False False 58,451
120 0.8115 0.7519 0.0596 7.8% 0.0060 0.8% 12% False False 48,737
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7706
1.618 0.7671
1.000 0.7649
0.618 0.7636
HIGH 0.7614
0.618 0.7601
0.500 0.7597
0.382 0.7592
LOW 0.7579
0.618 0.7557
1.000 0.7544
1.618 0.7522
2.618 0.7487
4.250 0.7430
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 0.7597 0.7597
PP 0.7595 0.7596
S1 0.7594 0.7594

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

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