CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 0.7526 0.7554 0.0028 0.4% 0.7594
High 0.7580 0.7640 0.0060 0.8% 0.7653
Low 0.7519 0.7553 0.0034 0.5% 0.7501
Close 0.7558 0.7636 0.0078 1.0% 0.7505
Range 0.0061 0.0087 0.0026 42.6% 0.0152
ATR 0.0054 0.0056 0.0002 4.5% 0.0000
Volume 93,660 178,189 84,529 90.3% 444,171
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7871 0.7840 0.7684
R3 0.7784 0.7753 0.7660
R2 0.7697 0.7697 0.7652
R1 0.7666 0.7666 0.7644 0.7682
PP 0.7610 0.7610 0.7610 0.7617
S1 0.7579 0.7579 0.7628 0.7595
S2 0.7523 0.7523 0.7620
S3 0.7436 0.7492 0.7612
S4 0.7349 0.7405 0.7588
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 0.7640 0.7501 0.0139 1.8% 0.0057 0.7% 97% True False 109,193
10 0.7653 0.7501 0.0152 2.0% 0.0058 0.8% 89% False False 106,351
20 0.7653 0.7501 0.0152 2.0% 0.0054 0.7% 89% False False 99,650
40 0.7879 0.7501 0.0378 5.0% 0.0054 0.7% 36% False False 99,893
60 0.8096 0.7501 0.0595 7.8% 0.0057 0.7% 23% False False 100,369
80 0.8115 0.7501 0.0614 8.0% 0.0059 0.8% 22% False False 82,060
100 0.8115 0.7501 0.0614 8.0% 0.0061 0.8% 22% False False 65,765
120 0.8115 0.7501 0.0614 8.0% 0.0061 0.8% 22% False False 54,840
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 0.0010
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7868
1.618 0.7781
1.000 0.7727
0.618 0.7694
HIGH 0.7640
0.618 0.7607
0.500 0.7597
0.382 0.7586
LOW 0.7553
0.618 0.7499
1.000 0.7466
1.618 0.7412
2.618 0.7325
4.250 0.7183
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 0.7623 0.7615
PP 0.7610 0.7594
S1 0.7597 0.7573

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

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