CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 0.8060 0.8006 -0.0054 -0.7% 0.7998
High 0.8118 0.8135 0.0017 0.2% 0.8135
Low 0.8010 0.8004 -0.0006 -0.1% 0.7955
Close 0.8021 0.8119 0.0098 1.2% 0.8119
Range 0.0108 0.0131 0.0023 21.3% 0.0180
ATR 0.0062 0.0067 0.0005 8.0% 0.0000
Volume 184,014 141,489 -42,525 -23.1% 674,046
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8479 0.8430 0.8191
R3 0.8348 0.8299 0.8155
R2 0.8217 0.8217 0.8143
R1 0.8168 0.8168 0.8131 0.8193
PP 0.8086 0.8086 0.8086 0.8098
S1 0.8037 0.8037 0.8107 0.8062
S2 0.7955 0.7955 0.8095
S3 0.7824 0.7906 0.8083
S4 0.7693 0.7775 0.8047
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8610 0.8544 0.8218
R3 0.8430 0.8364 0.8169
R2 0.8250 0.8250 0.8152
R1 0.8184 0.8184 0.8136 0.8217
PP 0.8070 0.8070 0.8070 0.8086
S1 0.8004 0.8004 0.8103 0.8037
S2 0.7890 0.7890 0.8086
S3 0.7710 0.7824 0.8070
S4 0.7530 0.7644 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8135 0.7955 0.0180 2.2% 0.0090 1.1% 91% True False 134,809
10 0.8135 0.7846 0.0289 3.6% 0.0080 1.0% 94% True False 132,491
20 0.8135 0.7768 0.0367 4.5% 0.0064 0.8% 96% True False 111,531
40 0.8135 0.7498 0.0637 7.8% 0.0056 0.7% 97% True False 73,554
60 0.8135 0.7498 0.0637 7.8% 0.0053 0.7% 97% True False 49,151
80 0.8135 0.7498 0.0637 7.8% 0.0051 0.6% 97% True False 36,882
100 0.8135 0.7498 0.0637 7.8% 0.0052 0.6% 97% True False 29,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 0.8692
2.618 0.8478
1.618 0.8347
1.000 0.8266
0.618 0.8216
HIGH 0.8135
0.618 0.8085
0.500 0.8070
0.382 0.8054
LOW 0.8004
0.618 0.7923
1.000 0.7873
1.618 0.7792
2.618 0.7661
4.250 0.7447
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 0.8103 0.8101
PP 0.8086 0.8082
S1 0.8070 0.8064

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

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