CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 0.7659 0.7650 -0.0009 -0.1% 0.7511
High 0.7694 0.7674 -0.0020 -0.3% 0.7694
Low 0.7638 0.7642 0.0004 0.1% 0.7506
Close 0.7647 0.7670 0.0023 0.3% 0.7647
Range 0.0056 0.0032 -0.0024 -42.9% 0.0188
ATR 0.0056 0.0054 -0.0002 -3.0% 0.0000
Volume 27,840 1,421 -26,419 -94.9% 525,688
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7758 0.7746 0.7688
R3 0.7726 0.7714 0.7679
R2 0.7694 0.7694 0.7676
R1 0.7682 0.7682 0.7673 0.7688
PP 0.7662 0.7662 0.7662 0.7665
S1 0.7650 0.7650 0.7667 0.7656
S2 0.7630 0.7630 0.7664
S3 0.7598 0.7618 0.7661
S4 0.7566 0.7586 0.7652
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8180 0.8101 0.7750
R3 0.7992 0.7913 0.7699
R2 0.7804 0.7804 0.7681
R1 0.7725 0.7725 0.7664 0.7765
PP 0.7616 0.7616 0.7616 0.7635
S1 0.7537 0.7537 0.7630 0.7577
S2 0.7428 0.7428 0.7613
S3 0.7240 0.7349 0.7595
S4 0.7052 0.7161 0.7544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7519 0.0175 2.3% 0.0058 0.8% 86% False False 86,876
10 0.7694 0.7501 0.0193 2.5% 0.0056 0.7% 88% False False 89,580
20 0.7694 0.7501 0.0193 2.5% 0.0053 0.7% 88% False False 92,581
40 0.7829 0.7501 0.0328 4.3% 0.0054 0.7% 52% False False 95,924
60 0.7966 0.7501 0.0465 6.1% 0.0054 0.7% 36% False False 96,588
80 0.8115 0.7501 0.0614 8.0% 0.0059 0.8% 28% False False 84,069
100 0.8115 0.7501 0.0614 8.0% 0.0059 0.8% 28% False False 67,377
120 0.8115 0.7501 0.0614 8.0% 0.0061 0.8% 28% False False 56,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7758
1.618 0.7726
1.000 0.7706
0.618 0.7694
HIGH 0.7674
0.618 0.7662
0.500 0.7658
0.382 0.7654
LOW 0.7642
0.618 0.7622
1.000 0.7610
1.618 0.7590
2.618 0.7558
4.250 0.7506
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 0.7666 0.7667
PP 0.7662 0.7664
S1 0.7658 0.7661

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

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