CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 0.7816 0.7868 0.0052 0.7% 0.7766
High 0.7884 0.7872 -0.0012 -0.2% 0.7884
Low 0.7812 0.7834 0.0022 0.3% 0.7736
Close 0.7870 0.7836 -0.0034 -0.4% 0.7870
Range 0.0072 0.0038 -0.0034 -47.2% 0.0148
ATR 0.0054 0.0053 -0.0001 -2.1% 0.0000
Volume 101 24 -77 -76.2% 261
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7961 0.7937 0.7857
R3 0.7923 0.7899 0.7846
R2 0.7885 0.7885 0.7843
R1 0.7861 0.7861 0.7839 0.7854
PP 0.7847 0.7847 0.7847 0.7844
S1 0.7823 0.7823 0.7833 0.7816
S2 0.7809 0.7809 0.7829
S3 0.7771 0.7785 0.7826
S4 0.7733 0.7747 0.7815
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 0.7762 0.0122 1.6% 0.0036 0.5% 61% False False 41
10 0.7884 0.7724 0.0160 2.0% 0.0042 0.5% 70% False False 54
20 0.8077 0.7724 0.0353 4.5% 0.0052 0.7% 32% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8033
2.618 0.7971
1.618 0.7933
1.000 0.7910
0.618 0.7895
HIGH 0.7872
0.618 0.7857
0.500 0.7853
0.382 0.7849
LOW 0.7834
0.618 0.7811
1.000 0.7796
1.618 0.7773
2.618 0.7735
4.250 0.7673
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 0.7853 0.7838
PP 0.7847 0.7837
S1 0.7842 0.7837

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

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