CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 0.7828 0.7801 -0.0027 -0.3% 0.7945
High 0.7828 0.7821 -0.0007 -0.1% 0.7954
Low 0.7787 0.7777 -0.0010 -0.1% 0.7787
Close 0.7819 0.7820 0.0001 0.0% 0.7829
Range 0.0041 0.0044 0.0003 7.3% 0.0167
ATR 0.0061 0.0059 -0.0001 -2.0% 0.0000
Volume 15 14 -1 -6.7% 257
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7938 0.7923 0.7844
R3 0.7894 0.7879 0.7832
R2 0.7850 0.7850 0.7828
R1 0.7835 0.7835 0.7824 0.7843
PP 0.7806 0.7806 0.7806 0.7810
S1 0.7791 0.7791 0.7816 0.7799
S2 0.7762 0.7762 0.7812
S3 0.7718 0.7747 0.7808
S4 0.7674 0.7703 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 0.7870 0.7777 0.0093 1.2% 0.0043 0.6% 46% False True 20
10 0.8077 0.7777 0.0300 3.8% 0.0063 0.8% 14% False True 48
20 0.8100 0.7777 0.0323 4.1% 0.0056 0.7% 13% 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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7936
1.618 0.7892
1.000 0.7865
0.618 0.7848
HIGH 0.7821
0.618 0.7804
0.500 0.7799
0.382 0.7794
LOW 0.7777
0.618 0.7750
1.000 0.7733
1.618 0.7706
2.618 0.7662
4.250 0.7590
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 0.7813 0.7815
PP 0.7806 0.7810
S1 0.7799 0.7805

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

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