CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 0.7511 0.7511 0.0000 0.0% 0.7594
High 0.7533 0.7545 0.0012 0.2% 0.7653
Low 0.7501 0.7506 0.0005 0.1% 0.7501
Close 0.7505 0.7531 0.0026 0.3% 0.7505
Range 0.0032 0.0039 0.0007 21.9% 0.0152
ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000
Volume 96,281 92,729 -3,552 -3.7% 444,171
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7644 0.7627 0.7552
R3 0.7605 0.7588 0.7542
R2 0.7566 0.7566 0.7538
R1 0.7549 0.7549 0.7535 0.7558
PP 0.7527 0.7527 0.7527 0.7532
S1 0.7510 0.7510 0.7527 0.7519
S2 0.7488 0.7488 0.7524
S3 0.7449 0.7471 0.7520
S4 0.7410 0.7432 0.7510
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8009 0.7909 0.7589
R3 0.7857 0.7757 0.7547
R2 0.7705 0.7705 0.7533
R1 0.7605 0.7605 0.7519 0.7579
PP 0.7553 0.7553 0.7553 0.7540
S1 0.7453 0.7453 0.7491 0.7427
S2 0.7401 0.7401 0.7477
S3 0.7249 0.7301 0.7463
S4 0.7097 0.7149 0.7421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7653 0.7501 0.0152 2.0% 0.0055 0.7% 20% False False 92,284
10 0.7653 0.7501 0.0152 2.0% 0.0052 0.7% 20% False False 98,230
20 0.7663 0.7501 0.0162 2.2% 0.0051 0.7% 19% False False 94,944
40 0.7884 0.7501 0.0383 5.1% 0.0053 0.7% 8% False False 97,407
60 0.8096 0.7501 0.0595 7.9% 0.0057 0.8% 5% False False 98,775
80 0.8115 0.7501 0.0614 8.2% 0.0059 0.8% 5% False False 78,673
100 0.8115 0.7501 0.0614 8.2% 0.0061 0.8% 5% False False 63,052
120 0.8115 0.7501 0.0614 8.2% 0.0060 0.8% 5% False False 52,580
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7647
1.618 0.7608
1.000 0.7584
0.618 0.7569
HIGH 0.7545
0.618 0.7530
0.500 0.7526
0.382 0.7521
LOW 0.7506
0.618 0.7482
1.000 0.7467
1.618 0.7443
2.618 0.7404
4.250 0.7340
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 0.7529 0.7535
PP 0.7527 0.7534
S1 0.7526 0.7532

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

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