CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 0.7801 0.7810 0.0009 0.1% 0.7868
High 0.7823 0.7811 -0.0012 -0.2% 0.7872
Low 0.7787 0.7763 -0.0024 -0.3% 0.7800
Close 0.7795 0.7778 -0.0017 -0.2% 0.7803
Range 0.0036 0.0048 0.0012 33.3% 0.0072
ATR 0.0049 0.0049 0.0000 -0.2% 0.0000
Volume 16 35 19 118.8% 264
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7928 0.7901 0.7804
R3 0.7880 0.7853 0.7791
R2 0.7832 0.7832 0.7787
R1 0.7805 0.7805 0.7782 0.7795
PP 0.7784 0.7784 0.7784 0.7779
S1 0.7757 0.7757 0.7774 0.7747
S2 0.7736 0.7736 0.7769
S3 0.7688 0.7709 0.7765
S4 0.7640 0.7661 0.7752
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 0.7763 0.0108 1.4% 0.0044 0.6% 14% False True 34
10 0.7884 0.7762 0.0122 1.6% 0.0042 0.5% 13% False False 45
20 0.7884 0.7724 0.0160 2.1% 0.0042 0.5% 34% False False 46
40 0.8100 0.7724 0.0376 4.8% 0.0052 0.7% 14% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8015
2.618 0.7937
1.618 0.7889
1.000 0.7859
0.618 0.7841
HIGH 0.7811
0.618 0.7793
0.500 0.7787
0.382 0.7781
LOW 0.7763
0.618 0.7733
1.000 0.7715
1.618 0.7685
2.618 0.7637
4.250 0.7559
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 0.7787 0.7814
PP 0.7784 0.7802
S1 0.7781 0.7790

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.