CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 0.7784 0.7792 0.0008 0.1% 0.7828
High 0.7793 0.7819 0.0026 0.3% 0.7856
Low 0.7762 0.7792 0.0030 0.4% 0.7724
Close 0.7777 0.7816 0.0039 0.5% 0.7761
Range 0.0031 0.0027 -0.0004 -12.9% 0.0132
ATR 0.0053 0.0052 -0.0001 -1.5% 0.0000
Volume 5 34 29 580.0% 275
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7890 0.7880 0.7831
R3 0.7863 0.7853 0.7823
R2 0.7836 0.7836 0.7821
R1 0.7826 0.7826 0.7818 0.7831
PP 0.7809 0.7809 0.7809 0.7812
S1 0.7799 0.7799 0.7814 0.7804
S2 0.7782 0.7782 0.7811
S3 0.7755 0.7772 0.7809
S4 0.7728 0.7745 0.7801
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 0.7819 0.7724 0.0095 1.2% 0.0032 0.4% 97% True False 51
10 0.7856 0.7724 0.0132 1.7% 0.0037 0.5% 70% False False 43
20 0.8077 0.7724 0.0353 4.5% 0.0052 0.7% 26% False False 46
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7934
2.618 0.7890
1.618 0.7863
1.000 0.7846
0.618 0.7836
HIGH 0.7819
0.618 0.7809
0.500 0.7806
0.382 0.7802
LOW 0.7792
0.618 0.7775
1.000 0.7765
1.618 0.7748
2.618 0.7721
4.250 0.7677
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 0.7813 0.7808
PP 0.7809 0.7799
S1 0.7806 0.7791

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

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