CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 0.7827 0.7770 -0.0057 -0.7% 0.7828
High 0.7848 0.7781 -0.0067 -0.9% 0.7856
Low 0.7776 0.7724 -0.0052 -0.7% 0.7724
Close 0.7776 0.7761 -0.0015 -0.2% 0.7761
Range 0.0072 0.0057 -0.0015 -20.8% 0.0132
ATR 0.0059 0.0059 0.0000 -0.2% 0.0000
Volume 48 96 48 100.0% 275
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7926 0.7901 0.7792
R3 0.7869 0.7844 0.7777
R2 0.7812 0.7812 0.7771
R1 0.7787 0.7787 0.7766 0.7771
PP 0.7755 0.7755 0.7755 0.7748
S1 0.7730 0.7730 0.7756 0.7714
S2 0.7698 0.7698 0.7751
S3 0.7641 0.7673 0.7745
S4 0.7584 0.7616 0.7730
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8176 0.8101 0.7834
R3 0.8044 0.7969 0.7797
R2 0.7912 0.7912 0.7785
R1 0.7837 0.7837 0.7773 0.7809
PP 0.7780 0.7780 0.7780 0.7766
S1 0.7705 0.7705 0.7749 0.7677
S2 0.7648 0.7648 0.7737
S3 0.7516 0.7573 0.7725
S4 0.7384 0.7441 0.7688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7856 0.7724 0.0132 1.7% 0.0049 0.6% 28% False True 55
10 0.7954 0.7724 0.0230 3.0% 0.0050 0.6% 16% False True 53
20 0.8077 0.7724 0.0353 4.5% 0.0056 0.7% 10% False True 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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8023
2.618 0.7930
1.618 0.7873
1.000 0.7838
0.618 0.7816
HIGH 0.7781
0.618 0.7759
0.500 0.7753
0.382 0.7746
LOW 0.7724
0.618 0.7689
1.000 0.7667
1.618 0.7632
2.618 0.7575
4.250 0.7482
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 0.7758 0.7790
PP 0.7755 0.7780
S1 0.7753 0.7771

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

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