CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 0.7868 0.7842 -0.0026 -0.3% 0.7766
High 0.7872 0.7843 -0.0029 -0.4% 0.7884
Low 0.7834 0.7810 -0.0024 -0.3% 0.7736
Close 0.7836 0.7834 -0.0002 0.0% 0.7870
Range 0.0038 0.0033 -0.0005 -13.2% 0.0148
ATR 0.0053 0.0051 -0.0001 -2.7% 0.0000
Volume 24 118 94 391.7% 261
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7928 0.7914 0.7852
R3 0.7895 0.7881 0.7843
R2 0.7862 0.7862 0.7840
R1 0.7848 0.7848 0.7837 0.7839
PP 0.7829 0.7829 0.7829 0.7824
S1 0.7815 0.7815 0.7831 0.7806
S2 0.7796 0.7796 0.7828
S3 0.7763 0.7782 0.7825
S4 0.7730 0.7749 0.7816
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% 0.0040 0.5% 59% False False 56
10 0.7884 0.7724 0.0160 2.0% 0.0040 0.5% 69% False False 64
20 0.8077 0.7724 0.0353 4.5% 0.0052 0.7% 31% False False 56
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7983
2.618 0.7929
1.618 0.7896
1.000 0.7876
0.618 0.7863
HIGH 0.7843
0.618 0.7830
0.500 0.7827
0.382 0.7823
LOW 0.7810
0.618 0.7790
1.000 0.7777
1.618 0.7757
2.618 0.7724
4.250 0.7670
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 0.7832 0.7847
PP 0.7829 0.7843
S1 0.7827 0.7838

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

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