CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 0.7766 0.7770 0.0004 0.1% 0.7828
High 0.7767 0.7777 0.0010 0.1% 0.7856
Low 0.7736 0.7765 0.0029 0.4% 0.7724
Close 0.7745 0.7770 0.0025 0.3% 0.7761
Range 0.0031 0.0012 -0.0019 -61.3% 0.0132
ATR 0.0057 0.0055 -0.0002 -3.1% 0.0000
Volume 79 42 -37 -46.8% 275
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7807 0.7800 0.7777
R3 0.7795 0.7788 0.7773
R2 0.7783 0.7783 0.7772
R1 0.7776 0.7776 0.7771 0.7776
PP 0.7771 0.7771 0.7771 0.7771
S1 0.7764 0.7764 0.7769 0.7764
S2 0.7759 0.7759 0.7768
S3 0.7747 0.7752 0.7767
S4 0.7735 0.7740 0.7763
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% 0.0041 0.5% 35% False False 73
10 0.7870 0.7724 0.0146 1.9% 0.0042 0.5% 32% False False 46
20 0.8077 0.7724 0.0353 4.5% 0.0055 0.7% 13% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7808
1.618 0.7796
1.000 0.7789
0.618 0.7784
HIGH 0.7777
0.618 0.7772
0.500 0.7771
0.382 0.7770
LOW 0.7765
0.618 0.7758
1.000 0.7753
1.618 0.7746
2.618 0.7734
4.250 0.7714
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 0.7771 0.7764
PP 0.7771 0.7758
S1 0.7770 0.7753

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

View Archives - Comment on this page... - Back to Index of Symbols