CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 0.7941 0.7945 0.0004 0.1% 0.8000
High 0.7968 0.7954 -0.0014 -0.2% 0.8077
Low 0.7894 0.7913 0.0019 0.2% 0.7894
Close 0.7949 0.7926 -0.0023 -0.3% 0.7949
Range 0.0074 0.0041 -0.0033 -44.6% 0.0183
ATR 0.0065 0.0064 -0.0002 -2.7% 0.0000
Volume 53 70 17 32.1% 238
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8054 0.8031 0.7949
R3 0.8013 0.7990 0.7937
R2 0.7972 0.7972 0.7934
R1 0.7949 0.7949 0.7930 0.7940
PP 0.7931 0.7931 0.7931 0.7927
S1 0.7908 0.7908 0.7922 0.7899
S2 0.7890 0.7890 0.7918
S3 0.7849 0.7867 0.7915
S4 0.7808 0.7826 0.7903
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8522 0.8419 0.8050
R3 0.8339 0.8236 0.7999
R2 0.8156 0.8156 0.7983
R1 0.8053 0.8053 0.7966 0.8013
PP 0.7973 0.7973 0.7973 0.7954
S1 0.7870 0.7870 0.7932 0.7830
S2 0.7790 0.7790 0.7915
S3 0.7607 0.7687 0.7899
S4 0.7424 0.7504 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8077 0.7894 0.0183 2.3% 0.0072 0.9% 17% False False 55
10 0.8077 0.7894 0.0183 2.3% 0.0063 0.8% 17% False False 34
20 0.8100 0.7866 0.0234 3.0% 0.0057 0.7% 26% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8128
2.618 0.8061
1.618 0.8020
1.000 0.7995
0.618 0.7979
HIGH 0.7954
0.618 0.7938
0.500 0.7934
0.382 0.7929
LOW 0.7913
0.618 0.7888
1.000 0.7872
1.618 0.7847
2.618 0.7806
4.250 0.7739
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 0.7934 0.7954
PP 0.7931 0.7945
S1 0.7929 0.7935

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

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