CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 0.7810 0.7773 -0.0037 -0.5% 0.7868
High 0.7811 0.7773 -0.0038 -0.5% 0.7872
Low 0.7763 0.7680 -0.0083 -1.1% 0.7800
Close 0.7778 0.7685 -0.0093 -1.2% 0.7803
Range 0.0048 0.0093 0.0045 93.8% 0.0072
ATR 0.0049 0.0053 0.0003 7.1% 0.0000
Volume 35 139 104 297.1% 264
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7992 0.7931 0.7736
R3 0.7899 0.7838 0.7711
R2 0.7806 0.7806 0.7702
R1 0.7745 0.7745 0.7694 0.7729
PP 0.7713 0.7713 0.7713 0.7705
S1 0.7652 0.7652 0.7676 0.7636
S2 0.7620 0.7620 0.7668
S3 0.7527 0.7559 0.7659
S4 0.7434 0.7466 0.7634
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 0.7680 0.0191 2.5% 0.0056 0.7% 3% False True 50
10 0.7884 0.7680 0.0204 2.7% 0.0048 0.6% 2% False True 58
20 0.7884 0.7680 0.0204 2.7% 0.0044 0.6% 2% False True 51
40 0.8100 0.7680 0.0420 5.5% 0.0053 0.7% 1% False True 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8016
1.618 0.7923
1.000 0.7866
0.618 0.7830
HIGH 0.7773
0.618 0.7737
0.500 0.7727
0.382 0.7716
LOW 0.7680
0.618 0.7623
1.000 0.7587
1.618 0.7530
2.618 0.7437
4.250 0.7285
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 0.7727 0.7752
PP 0.7713 0.7729
S1 0.7699 0.7707

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

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