CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 0.7826 0.7828 0.0002 0.0% 0.7945
High 0.7832 0.7828 -0.0004 -0.1% 0.7954
Low 0.7806 0.7787 -0.0019 -0.2% 0.7787
Close 0.7829 0.7819 -0.0010 -0.1% 0.7829
Range 0.0026 0.0041 0.0015 57.7% 0.0167
ATR 0.0062 0.0061 -0.0001 -2.3% 0.0000
Volume 3 15 12 400.0% 257
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7934 0.7918 0.7842
R3 0.7893 0.7877 0.7830
R2 0.7852 0.7852 0.7827
R1 0.7836 0.7836 0.7823 0.7824
PP 0.7811 0.7811 0.7811 0.7805
S1 0.7795 0.7795 0.7815 0.7783
S2 0.7770 0.7770 0.7811
S3 0.7729 0.7754 0.7808
S4 0.7688 0.7713 0.7796
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 0.7929 0.7787 0.0142 1.8% 0.0051 0.7% 23% False True 40
10 0.8077 0.7787 0.0290 3.7% 0.0062 0.8% 11% False True 47
20 0.8100 0.7787 0.0313 4.0% 0.0057 0.7% 10% False True 36
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7935
1.618 0.7894
1.000 0.7869
0.618 0.7853
HIGH 0.7828
0.618 0.7812
0.500 0.7808
0.382 0.7803
LOW 0.7787
0.618 0.7762
1.000 0.7746
1.618 0.7721
2.618 0.7680
4.250 0.7613
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 0.7815 0.7818
PP 0.7811 0.7817
S1 0.7808 0.7816

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

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