CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 0.8066 0.8030 -0.0036 -0.4% 0.7978
High 0.8100 0.8030 -0.0070 -0.9% 0.8100
Low 0.8039 0.8000 -0.0039 -0.5% 0.7934
Close 0.8042 0.8012 -0.0030 -0.4% 0.8042
Range 0.0061 0.0030 -0.0031 -50.8% 0.0166
ATR
Volume 160 12 -148 -92.5% 163
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8104 0.8088 0.8029
R3 0.8074 0.8058 0.8020
R2 0.8044 0.8044 0.8018
R1 0.8028 0.8028 0.8015 0.8021
PP 0.8014 0.8014 0.8014 0.8011
S1 0.7998 0.7998 0.8009 0.7991
S2 0.7984 0.7984 0.8007
S3 0.7954 0.7968 0.8004
S4 0.7924 0.7938 0.7996
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8523 0.8449 0.8133
R3 0.8357 0.8283 0.8088
R2 0.8191 0.8191 0.8072
R1 0.8117 0.8117 0.8057 0.8154
PP 0.8025 0.8025 0.8025 0.8044
S1 0.7951 0.7951 0.8027 0.7988
S2 0.7859 0.7859 0.8012
S3 0.7693 0.7785 0.7996
S4 0.7527 0.7619 0.7951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8100 0.7934 0.0166 2.1% 0.0052 0.6% 47% False False 35
10 0.8100 0.7866 0.0234 2.9% 0.0052 0.6% 62% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8158
2.618 0.8109
1.618 0.8079
1.000 0.8060
0.618 0.8049
HIGH 0.8030
0.618 0.8019
0.500 0.8015
0.382 0.8011
LOW 0.8000
0.618 0.7981
1.000 0.7970
1.618 0.7951
2.618 0.7921
4.250 0.7873
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 0.8015 0.8033
PP 0.8014 0.8026
S1 0.8013 0.8019

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

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