CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 0.7824 0.7827 0.0003 0.0% 0.7945
High 0.7856 0.7848 -0.0008 -0.1% 0.7954
Low 0.7824 0.7776 -0.0048 -0.6% 0.7787
Close 0.7847 0.7776 -0.0071 -0.9% 0.7829
Range 0.0032 0.0072 0.0040 125.0% 0.0167
ATR 0.0058 0.0059 0.0001 1.8% 0.0000
Volume 102 48 -54 -52.9% 257
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8016 0.7968 0.7816
R3 0.7944 0.7896 0.7796
R2 0.7872 0.7872 0.7789
R1 0.7824 0.7824 0.7783 0.7812
PP 0.7800 0.7800 0.7800 0.7794
S1 0.7752 0.7752 0.7769 0.7740
S2 0.7728 0.7728 0.7763
S3 0.7656 0.7680 0.7756
S4 0.7584 0.7608 0.7736
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 0.7776 0.0080 1.0% 0.0043 0.6% 0% False True 36
10 0.7968 0.7776 0.0192 2.5% 0.0052 0.7% 0% False True 48
20 0.8100 0.7776 0.0324 4.2% 0.0056 0.7% 0% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8036
1.618 0.7964
1.000 0.7920
0.618 0.7892
HIGH 0.7848
0.618 0.7820
0.500 0.7812
0.382 0.7804
LOW 0.7776
0.618 0.7732
1.000 0.7704
1.618 0.7660
2.618 0.7588
4.250 0.7470
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 0.7812 0.7816
PP 0.7800 0.7803
S1 0.7788 0.7789

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

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