CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 0.7945 0.7919 -0.0026 -0.3% 0.8000
High 0.7954 0.7929 -0.0025 -0.3% 0.8077
Low 0.7913 0.7847 -0.0066 -0.8% 0.7894
Close 0.7926 0.7877 -0.0049 -0.6% 0.7949
Range 0.0041 0.0082 0.0041 100.0% 0.0183
ATR 0.0064 0.0065 0.0001 2.1% 0.0000
Volume 70 114 44 62.9% 238
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8130 0.8086 0.7922
R3 0.8048 0.8004 0.7900
R2 0.7966 0.7966 0.7892
R1 0.7922 0.7922 0.7885 0.7903
PP 0.7884 0.7884 0.7884 0.7875
S1 0.7840 0.7840 0.7869 0.7821
S2 0.7802 0.7802 0.7862
S3 0.7720 0.7758 0.7854
S4 0.7638 0.7676 0.7832
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 0.7847 0.0230 2.9% 0.0082 1.0% 13% False True 77
10 0.8077 0.7847 0.0230 2.9% 0.0067 0.9% 13% False True 45
20 0.8100 0.7847 0.0253 3.2% 0.0061 0.8% 12% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8278
2.618 0.8144
1.618 0.8062
1.000 0.8011
0.618 0.7980
HIGH 0.7929
0.618 0.7898
0.500 0.7888
0.382 0.7878
LOW 0.7847
0.618 0.7796
1.000 0.7765
1.618 0.7714
2.618 0.7632
4.250 0.7498
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 0.7888 0.7908
PP 0.7884 0.7897
S1 0.7881 0.7887

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

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