CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 0.7511 0.7526 0.0015 0.2% 0.7594
High 0.7545 0.7580 0.0035 0.5% 0.7653
Low 0.7506 0.7519 0.0013 0.2% 0.7501
Close 0.7531 0.7558 0.0027 0.4% 0.7505
Range 0.0039 0.0061 0.0022 56.4% 0.0152
ATR 0.0053 0.0054 0.0001 1.1% 0.0000
Volume 92,729 93,660 931 1.0% 444,171
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7735 0.7708 0.7592
R3 0.7674 0.7647 0.7575
R2 0.7613 0.7613 0.7569
R1 0.7586 0.7586 0.7564 0.7599
PP 0.7552 0.7552 0.7552 0.7559
S1 0.7525 0.7525 0.7552 0.7539
S2 0.7491 0.7491 0.7547
S3 0.7430 0.7464 0.7541
S4 0.7369 0.7403 0.7524
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 0.7638 0.7501 0.0137 1.8% 0.0056 0.7% 42% False False 91,412
10 0.7653 0.7501 0.0152 2.0% 0.0055 0.7% 38% False False 98,426
20 0.7653 0.7501 0.0152 2.0% 0.0052 0.7% 38% False False 95,917
40 0.7879 0.7501 0.0378 5.0% 0.0053 0.7% 15% False False 97,651
60 0.8096 0.7501 0.0595 7.9% 0.0056 0.7% 10% False False 98,821
80 0.8115 0.7501 0.0614 8.1% 0.0058 0.8% 9% False False 79,838
100 0.8115 0.7501 0.0614 8.1% 0.0061 0.8% 9% False False 63,987
120 0.8115 0.7501 0.0614 8.1% 0.0061 0.8% 9% False False 53,356
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7740
1.618 0.7679
1.000 0.7641
0.618 0.7618
HIGH 0.7580
0.618 0.7557
0.500 0.7550
0.382 0.7542
LOW 0.7519
0.618 0.7481
1.000 0.7458
1.618 0.7420
2.618 0.7359
4.250 0.7260
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 0.7555 0.7552
PP 0.7552 0.7546
S1 0.7550 0.7541

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

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