CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 0.8018 0.7955 -0.0063 -0.8% 0.7978
High 0.8019 0.7994 -0.0025 -0.3% 0.8100
Low 0.7956 0.7941 -0.0015 -0.2% 0.7934
Close 0.7956 0.7968 0.0012 0.2% 0.8042
Range 0.0063 0.0053 -0.0010 -15.9% 0.0166
ATR 0.0000 0.0057 0.0057 0.0000
Volume 22 5 -17 -77.3% 163
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8127 0.8100 0.7997
R3 0.8074 0.8047 0.7983
R2 0.8021 0.8021 0.7978
R1 0.7994 0.7994 0.7973 0.8008
PP 0.7968 0.7968 0.7968 0.7974
S1 0.7941 0.7941 0.7963 0.7955
S2 0.7915 0.7915 0.7958
S3 0.7862 0.7888 0.7953
S4 0.7809 0.7835 0.7939
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 0.7941 0.0159 2.0% 0.0049 0.6% 17% False True 40
10 0.8100 0.7866 0.0234 2.9% 0.0053 0.7% 44% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8133
1.618 0.8080
1.000 0.8047
0.618 0.8027
HIGH 0.7994
0.618 0.7974
0.500 0.7968
0.382 0.7961
LOW 0.7941
0.618 0.7908
1.000 0.7888
1.618 0.7855
2.618 0.7802
4.250 0.7716
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 0.7968 0.7983
PP 0.7968 0.7978
S1 0.7968 0.7973

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

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