CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 0.8015 0.8018 0.0003 0.0% 0.7978
High 0.8025 0.8019 -0.0006 -0.1% 0.8100
Low 0.7986 0.7956 -0.0030 -0.4% 0.7934
Close 0.8002 0.7956 -0.0046 -0.6% 0.8042
Range 0.0039 0.0063 0.0024 61.5% 0.0166
ATR
Volume 4 22 18 450.0% 163
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8166 0.8124 0.7991
R3 0.8103 0.8061 0.7973
R2 0.8040 0.8040 0.7968
R1 0.7998 0.7998 0.7962 0.7988
PP 0.7977 0.7977 0.7977 0.7972
S1 0.7935 0.7935 0.7950 0.7924
S2 0.7914 0.7914 0.7944
S3 0.7851 0.7872 0.7939
S4 0.7788 0.7809 0.7921
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 0.7956 0.0144 1.8% 0.0051 0.6% 0% False True 39
10 0.8100 0.7866 0.0234 2.9% 0.0057 0.7% 38% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8287
2.618 0.8184
1.618 0.8121
1.000 0.8082
0.618 0.8058
HIGH 0.8019
0.618 0.7995
0.500 0.7988
0.382 0.7980
LOW 0.7956
0.618 0.7917
1.000 0.7893
1.618 0.7854
2.618 0.7791
4.250 0.7688
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 0.7988 0.7993
PP 0.7977 0.7981
S1 0.7967 0.7968

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

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