CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 0.7791 0.7826 0.0035 0.4% 0.7945
High 0.7844 0.7832 -0.0012 -0.2% 0.7954
Low 0.7787 0.7806 0.0019 0.2% 0.7787
Close 0.7844 0.7829 -0.0015 -0.2% 0.7829
Range 0.0057 0.0026 -0.0031 -54.4% 0.0167
ATR 0.0064 0.0062 -0.0002 -2.9% 0.0000
Volume 33 3 -30 -90.9% 257
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.7900 0.7891 0.7843
R3 0.7874 0.7865 0.7836
R2 0.7848 0.7848 0.7834
R1 0.7839 0.7839 0.7831 0.7844
PP 0.7822 0.7822 0.7822 0.7825
S1 0.7813 0.7813 0.7827 0.7818
S2 0.7796 0.7796 0.7824
S3 0.7770 0.7787 0.7822
S4 0.7744 0.7761 0.7815
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8358 0.8260 0.7921
R3 0.8191 0.8093 0.7875
R2 0.8024 0.8024 0.7860
R1 0.7926 0.7926 0.7844 0.7892
PP 0.7857 0.7857 0.7857 0.7839
S1 0.7759 0.7759 0.7814 0.7725
S2 0.7690 0.7690 0.7798
S3 0.7523 0.7592 0.7783
S4 0.7356 0.7425 0.7737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7954 0.7787 0.0167 2.1% 0.0051 0.7% 25% False False 51
10 0.8077 0.7787 0.0290 3.7% 0.0065 0.8% 14% False False 49
20 0.8100 0.7787 0.0313 4.0% 0.0058 0.7% 13% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7900
1.618 0.7874
1.000 0.7858
0.618 0.7848
HIGH 0.7832
0.618 0.7822
0.500 0.7819
0.382 0.7816
LOW 0.7806
0.618 0.7790
1.000 0.7780
1.618 0.7764
2.618 0.7738
4.250 0.7696
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 0.7826 0.7829
PP 0.7822 0.7829
S1 0.7819 0.7829

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

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