CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 0.7858 0.7840 -0.0018 -0.2% 0.7868
High 0.7871 0.7865 -0.0006 -0.1% 0.7872
Low 0.7834 0.7800 -0.0034 -0.4% 0.7800
Close 0.7851 0.7803 -0.0048 -0.6% 0.7803
Range 0.0037 0.0065 0.0028 75.7% 0.0072
ATR 0.0049 0.0050 0.0001 2.3% 0.0000
Volume 33 28 -5 -15.2% 264
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8018 0.7975 0.7839
R3 0.7953 0.7910 0.7821
R2 0.7888 0.7888 0.7815
R1 0.7845 0.7845 0.7809 0.7834
PP 0.7823 0.7823 0.7823 0.7817
S1 0.7780 0.7780 0.7797 0.7769
S2 0.7758 0.7758 0.7791
S3 0.7693 0.7715 0.7785
S4 0.7628 0.7650 0.7767
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8041 0.7994 0.7843
R3 0.7969 0.7922 0.7823
R2 0.7897 0.7897 0.7816
R1 0.7850 0.7850 0.7810 0.7838
PP 0.7825 0.7825 0.7825 0.7819
S1 0.7778 0.7778 0.7796 0.7766
S2 0.7753 0.7753 0.7790
S3 0.7681 0.7706 0.7783
S4 0.7609 0.7634 0.7763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7872 0.7800 0.0072 0.9% 0.0041 0.5% 4% False True 52
10 0.7884 0.7736 0.0148 1.9% 0.0038 0.5% 45% False False 52
20 0.7954 0.7724 0.0230 2.9% 0.0044 0.6% 34% False False 52
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.8035
1.618 0.7970
1.000 0.7930
0.618 0.7905
HIGH 0.7865
0.618 0.7840
0.500 0.7833
0.382 0.7825
LOW 0.7800
0.618 0.7760
1.000 0.7735
1.618 0.7695
2.618 0.7630
4.250 0.7524
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 0.7833 0.7836
PP 0.7823 0.7825
S1 0.7813 0.7814

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

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