CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 0.7840 0.7801 -0.0039 -0.5% 0.7868
High 0.7865 0.7823 -0.0042 -0.5% 0.7872
Low 0.7800 0.7787 -0.0013 -0.2% 0.7800
Close 0.7803 0.7795 -0.0008 -0.1% 0.7803
Range 0.0065 0.0036 -0.0029 -44.6% 0.0072
ATR 0.0050 0.0049 -0.0001 -2.0% 0.0000
Volume 28 16 -12 -42.9% 264
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7910 0.7888 0.7815
R3 0.7874 0.7852 0.7805
R2 0.7838 0.7838 0.7802
R1 0.7816 0.7816 0.7798 0.7809
PP 0.7802 0.7802 0.7802 0.7798
S1 0.7780 0.7780 0.7792 0.7773
S2 0.7766 0.7766 0.7788
S3 0.7730 0.7744 0.7785
S4 0.7694 0.7708 0.7775
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 0.7871 0.7787 0.0084 1.1% 0.0041 0.5% 10% False True 51
10 0.7884 0.7762 0.0122 1.6% 0.0038 0.5% 27% False False 46
20 0.7929 0.7724 0.0205 2.6% 0.0044 0.6% 35% False False 50
40 0.8100 0.7724 0.0376 4.8% 0.0051 0.6% 19% False False 38
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7976
2.618 0.7917
1.618 0.7881
1.000 0.7859
0.618 0.7845
HIGH 0.7823
0.618 0.7809
0.500 0.7805
0.382 0.7801
LOW 0.7787
0.618 0.7765
1.000 0.7751
1.618 0.7729
2.618 0.7693
4.250 0.7634
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 0.7805 0.7829
PP 0.7802 0.7818
S1 0.7798 0.7806

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

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