CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 0.8000 0.8000 0.0000 0.0% 0.8030
High 0.8077 0.8014 -0.0063 -0.8% 0.8030
Low 0.7975 0.7903 -0.0072 -0.9% 0.7941
Close 0.7996 0.7915 -0.0081 -1.0% 0.7982
Range 0.0102 0.0111 0.0009 8.8% 0.0089
ATR 0.0061 0.0065 0.0004 5.8% 0.0000
Volume 53 97 44 83.0% 50
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8277 0.8207 0.7976
R3 0.8166 0.8096 0.7946
R2 0.8055 0.8055 0.7935
R1 0.7985 0.7985 0.7925 0.7965
PP 0.7944 0.7944 0.7944 0.7934
S1 0.7874 0.7874 0.7905 0.7853
S2 0.7833 0.7833 0.7895
S3 0.7722 0.7763 0.7884
S4 0.7611 0.7652 0.7854
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 0.7903 0.0174 2.2% 0.0071 0.9% 7% False True 38
10 0.8100 0.7903 0.0197 2.5% 0.0060 0.8% 6% False True 39
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8486
2.618 0.8305
1.618 0.8194
1.000 0.8125
0.618 0.8083
HIGH 0.8014
0.618 0.7972
0.500 0.7959
0.382 0.7945
LOW 0.7903
0.618 0.7834
1.000 0.7792
1.618 0.7723
2.618 0.7612
4.250 0.7431
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 0.7959 0.7990
PP 0.7944 0.7965
S1 0.7930 0.7940

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

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