CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 0.7969 0.8000 0.0031 0.4% 0.8030
High 0.7999 0.8077 0.0078 1.0% 0.8030
Low 0.7967 0.7975 0.0008 0.1% 0.7941
Close 0.7995 0.7996 0.0001 0.0% 0.7982
Range 0.0032 0.0102 0.0070 218.8% 0.0089
ATR 0.0058 0.0061 0.0003 5.4% 0.0000
Volume 4 53 49 1,225.0% 50
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8322 0.8261 0.8052
R3 0.8220 0.8159 0.8024
R2 0.8118 0.8118 0.8015
R1 0.8057 0.8057 0.8005 0.8037
PP 0.8016 0.8016 0.8016 0.8006
S1 0.7955 0.7955 0.7987 0.7935
S2 0.7914 0.7914 0.7977
S3 0.7812 0.7853 0.7968
S4 0.7710 0.7751 0.7940
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 0.8077 0.7929 0.0148 1.9% 0.0060 0.7% 45% True False 20
10 0.8100 0.7929 0.0171 2.1% 0.0055 0.7% 39% False False 29
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 0.0012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8511
2.618 0.8344
1.618 0.8242
1.000 0.8179
0.618 0.8140
HIGH 0.8077
0.618 0.8038
0.500 0.8026
0.382 0.8014
LOW 0.7975
0.618 0.7912
1.000 0.7873
1.618 0.7810
2.618 0.7708
4.250 0.7542
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 0.8026 0.8003
PP 0.8016 0.8001
S1 0.8006 0.7998

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

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