CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 0.7773 0.7694 -0.0079 -1.0% 0.7868
High 0.7773 0.7711 -0.0062 -0.8% 0.7872
Low 0.7680 0.7647 -0.0033 -0.4% 0.7800
Close 0.7685 0.7657 -0.0028 -0.4% 0.7803
Range 0.0093 0.0064 -0.0029 -31.2% 0.0072
ATR 0.0053 0.0053 0.0001 1.5% 0.0000
Volume 139 443 304 218.7% 264
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7864 0.7824 0.7692
R3 0.7800 0.7760 0.7675
R2 0.7736 0.7736 0.7669
R1 0.7696 0.7696 0.7663 0.7684
PP 0.7672 0.7672 0.7672 0.7666
S1 0.7632 0.7632 0.7651 0.7620
S2 0.7608 0.7608 0.7645
S3 0.7544 0.7568 0.7639
S4 0.7480 0.7504 0.7622
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 0.7865 0.7647 0.0218 2.8% 0.0061 0.8% 5% False True 132
10 0.7884 0.7647 0.0237 3.1% 0.0052 0.7% 4% False True 99
20 0.7884 0.7647 0.0237 3.1% 0.0045 0.6% 4% False True 71
40 0.8100 0.7647 0.0453 5.9% 0.0052 0.7% 2% False True 53
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7983
2.618 0.7879
1.618 0.7815
1.000 0.7775
0.618 0.7751
HIGH 0.7711
0.618 0.7687
0.500 0.7679
0.382 0.7671
LOW 0.7647
0.618 0.7607
1.000 0.7583
1.618 0.7543
2.618 0.7479
4.250 0.7375
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 0.7679 0.7729
PP 0.7672 0.7705
S1 0.7664 0.7681

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

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