CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 0.7801 0.7824 0.0023 0.3% 0.7945
High 0.7821 0.7856 0.0035 0.4% 0.7954
Low 0.7777 0.7824 0.0047 0.6% 0.7787
Close 0.7820 0.7847 0.0027 0.3% 0.7829
Range 0.0044 0.0032 -0.0012 -27.3% 0.0167
ATR 0.0059 0.0058 -0.0002 -2.8% 0.0000
Volume 14 102 88 628.6% 257
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7938 0.7925 0.7865
R3 0.7906 0.7893 0.7856
R2 0.7874 0.7874 0.7853
R1 0.7861 0.7861 0.7850 0.7867
PP 0.7842 0.7842 0.7842 0.7846
S1 0.7829 0.7829 0.7844 0.7836
S2 0.7810 0.7810 0.7841
S3 0.7778 0.7797 0.7838
S4 0.7746 0.7765 0.7829
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 0.7856 0.7777 0.0079 1.0% 0.0040 0.5% 89% True False 33
10 0.8014 0.7777 0.0237 3.0% 0.0056 0.7% 30% False False 53
20 0.8100 0.7777 0.0323 4.1% 0.0056 0.7% 22% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7940
1.618 0.7908
1.000 0.7888
0.618 0.7876
HIGH 0.7856
0.618 0.7844
0.500 0.7840
0.382 0.7836
LOW 0.7824
0.618 0.7804
1.000 0.7792
1.618 0.7772
2.618 0.7740
4.250 0.7688
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 0.7845 0.7837
PP 0.7842 0.7827
S1 0.7840 0.7817

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

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