CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 0.8004 0.8000 -0.0004 0.0% 0.8030
High 0.8016 0.8007 -0.0009 -0.1% 0.8030
Low 0.7982 0.7929 -0.0053 -0.7% 0.7941
Close 0.7982 0.7937 -0.0045 -0.6% 0.7982
Range 0.0034 0.0078 0.0044 129.4% 0.0089
ATR 0.0056 0.0058 0.0002 2.8% 0.0000
Volume 7 31 24 342.9% 50
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8192 0.8142 0.7980
R3 0.8114 0.8064 0.7958
R2 0.8036 0.8036 0.7951
R1 0.7986 0.7986 0.7944 0.7972
PP 0.7958 0.7958 0.7958 0.7951
S1 0.7908 0.7908 0.7930 0.7894
S2 0.7880 0.7880 0.7923
S3 0.7802 0.7830 0.7916
S4 0.7724 0.7752 0.7894
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8251 0.8206 0.8031
R3 0.8162 0.8117 0.8006
R2 0.8073 0.8073 0.7998
R1 0.8028 0.8028 0.7990 0.8006
PP 0.7984 0.7984 0.7984 0.7974
S1 0.7939 0.7939 0.7974 0.7917
S2 0.7895 0.7895 0.7966
S3 0.7806 0.7850 0.7958
S4 0.7717 0.7761 0.7933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7929 0.0096 1.2% 0.0053 0.7% 8% False True 13
10 0.8100 0.7929 0.0171 2.2% 0.0053 0.7% 5% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8339
2.618 0.8211
1.618 0.8133
1.000 0.8085
0.618 0.8055
HIGH 0.8007
0.618 0.7977
0.500 0.7968
0.382 0.7959
LOW 0.7929
0.618 0.7881
1.000 0.7851
1.618 0.7803
2.618 0.7725
4.250 0.7598
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 0.7968 0.7973
PP 0.7958 0.7961
S1 0.7947 0.7949

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

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