CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 0.7676 0.7647 -0.0029 -0.4% 0.7664
High 0.7685 0.7677 -0.0008 -0.1% 0.7722
Low 0.7622 0.7646 0.0024 0.3% 0.7634
Close 0.7635 0.7670 0.0035 0.5% 0.7642
Range 0.0063 0.0031 -0.0032 -50.8% 0.0088
ATR 0.0053 0.0052 -0.0001 -1.5% 0.0000
Volume 282 488 206 73.0% 718
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7757 0.7745 0.7687
R3 0.7726 0.7714 0.7679
R2 0.7695 0.7695 0.7676
R1 0.7683 0.7683 0.7673 0.7689
PP 0.7664 0.7664 0.7664 0.7668
S1 0.7652 0.7652 0.7667 0.7658
S2 0.7633 0.7633 0.7664
S3 0.7602 0.7621 0.7661
S4 0.7571 0.7590 0.7653
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7930 0.7874 0.7690
R3 0.7842 0.7786 0.7666
R2 0.7754 0.7754 0.7658
R1 0.7698 0.7698 0.7650 0.7682
PP 0.7666 0.7666 0.7666 0.7658
S1 0.7610 0.7610 0.7634 0.7594
S2 0.7578 0.7578 0.7626
S3 0.7490 0.7522 0.7618
S4 0.7402 0.7434 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7722 0.7622 0.0100 1.3% 0.0053 0.7% 48% False False 320
10 0.7722 0.7622 0.0100 1.3% 0.0049 0.6% 48% False False 219
20 0.7884 0.7622 0.0262 3.4% 0.0049 0.6% 18% False False 139
40 0.8077 0.7622 0.0455 5.9% 0.0051 0.7% 11% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7809
2.618 0.7758
1.618 0.7727
1.000 0.7708
0.618 0.7696
HIGH 0.7677
0.618 0.7665
0.500 0.7662
0.382 0.7658
LOW 0.7646
0.618 0.7627
1.000 0.7615
1.618 0.7596
2.618 0.7565
4.250 0.7514
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 0.7667 0.7665
PP 0.7664 0.7659
S1 0.7662 0.7654

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

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