CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 0.8000 0.7969 -0.0031 -0.4% 0.8030
High 0.8007 0.7999 -0.0008 -0.1% 0.8030
Low 0.7929 0.7967 0.0038 0.5% 0.7941
Close 0.7937 0.7995 0.0058 0.7% 0.7982
Range 0.0078 0.0032 -0.0046 -59.0% 0.0089
ATR 0.0058 0.0058 0.0000 0.5% 0.0000
Volume 31 4 -27 -87.1% 50
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8083 0.8071 0.8013
R3 0.8051 0.8039 0.8004
R2 0.8019 0.8019 0.8001
R1 0.8007 0.8007 0.7998 0.8013
PP 0.7987 0.7987 0.7987 0.7990
S1 0.7975 0.7975 0.7992 0.7981
S2 0.7955 0.7955 0.7989
S3 0.7923 0.7943 0.7986
S4 0.7891 0.7911 0.7977
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 0.8019 0.7929 0.0090 1.1% 0.0052 0.7% 73% False False 13
10 0.8100 0.7929 0.0171 2.1% 0.0049 0.6% 39% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8135
2.618 0.8083
1.618 0.8051
1.000 0.8031
0.618 0.8019
HIGH 0.7999
0.618 0.7987
0.500 0.7983
0.382 0.7979
LOW 0.7967
0.618 0.7947
1.000 0.7935
1.618 0.7915
2.618 0.7883
4.250 0.7831
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 0.7991 0.7988
PP 0.7987 0.7980
S1 0.7983 0.7973

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

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