CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 0.7792 0.7816 0.0024 0.3% 0.7766
High 0.7819 0.7884 0.0065 0.8% 0.7884
Low 0.7792 0.7812 0.0020 0.3% 0.7736
Close 0.7816 0.7870 0.0054 0.7% 0.7870
Range 0.0027 0.0072 0.0045 166.7% 0.0148
ATR 0.0052 0.0054 0.0001 2.7% 0.0000
Volume 34 101 67 197.1% 261
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8071 0.8043 0.7910
R3 0.7999 0.7971 0.7890
R2 0.7927 0.7927 0.7883
R1 0.7899 0.7899 0.7877 0.7913
PP 0.7855 0.7855 0.7855 0.7863
S1 0.7827 0.7827 0.7863 0.7841
S2 0.7783 0.7783 0.7857
S3 0.7711 0.7755 0.7850
S4 0.7639 0.7683 0.7830
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8274 0.8220 0.7951
R3 0.8126 0.8072 0.7911
R2 0.7978 0.7978 0.7897
R1 0.7924 0.7924 0.7884 0.7951
PP 0.7830 0.7830 0.7830 0.7844
S1 0.7776 0.7776 0.7856 0.7803
S2 0.7682 0.7682 0.7843
S3 0.7534 0.7628 0.7829
S4 0.7386 0.7480 0.7789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7884 0.7736 0.0148 1.9% 0.0035 0.4% 91% True False 52
10 0.7884 0.7724 0.0160 2.0% 0.0042 0.5% 91% True False 53
20 0.8077 0.7724 0.0353 4.5% 0.0054 0.7% 41% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8190
2.618 0.8072
1.618 0.8000
1.000 0.7956
0.618 0.7928
HIGH 0.7884
0.618 0.7856
0.500 0.7848
0.382 0.7840
LOW 0.7812
0.618 0.7768
1.000 0.7740
1.618 0.7696
2.618 0.7624
4.250 0.7506
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 0.7863 0.7854
PP 0.7855 0.7839
S1 0.7848 0.7823

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

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