CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 0.7600 0.7604 0.0004 0.1% 0.7610
High 0.7653 0.7638 -0.0015 -0.2% 0.7643
Low 0.7597 0.7558 -0.0039 -0.5% 0.7550
Close 0.7605 0.7560 -0.0045 -0.6% 0.7610
Range 0.0056 0.0080 0.0024 42.9% 0.0093
ATR 0.0053 0.0055 0.0002 3.7% 0.0000
Volume 98,017 89,284 -8,733 -8.9% 537,452
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7825 0.7773 0.7604
R3 0.7745 0.7693 0.7582
R2 0.7665 0.7665 0.7575
R1 0.7613 0.7613 0.7567 0.7599
PP 0.7585 0.7585 0.7585 0.7579
S1 0.7533 0.7533 0.7553 0.7519
S2 0.7505 0.7505 0.7545
S3 0.7425 0.7453 0.7538
S4 0.7345 0.7373 0.7516
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 0.7653 0.7555 0.0098 1.3% 0.0059 0.8% 5% False False 103,508
10 0.7653 0.7550 0.0103 1.4% 0.0054 0.7% 10% False False 97,117
20 0.7692 0.7530 0.0162 2.1% 0.0051 0.7% 19% False False 93,214
40 0.7891 0.7530 0.0361 4.8% 0.0053 0.7% 8% False False 97,511
60 0.8096 0.7530 0.0566 7.5% 0.0058 0.8% 5% False False 98,766
80 0.8115 0.7530 0.0585 7.7% 0.0060 0.8% 5% False False 75,296
100 0.8115 0.7530 0.0585 7.7% 0.0063 0.8% 5% False False 60,320
120 0.8115 0.7519 0.0596 7.9% 0.0060 0.8% 7% False False 50,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7978
2.618 0.7847
1.618 0.7767
1.000 0.7718
0.618 0.7687
HIGH 0.7638
0.618 0.7607
0.500 0.7598
0.382 0.7589
LOW 0.7558
0.618 0.7509
1.000 0.7478
1.618 0.7429
2.618 0.7349
4.250 0.7218
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 0.7598 0.7606
PP 0.7585 0.7590
S1 0.7573 0.7575

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

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