CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 0.7694 0.7654 -0.0040 -0.5% 0.7801
High 0.7711 0.7667 -0.0044 -0.6% 0.7823
Low 0.7647 0.7623 -0.0024 -0.3% 0.7623
Close 0.7657 0.7657 0.0000 0.0% 0.7657
Range 0.0064 0.0044 -0.0020 -31.2% 0.0200
ATR 0.0053 0.0053 -0.0001 -1.3% 0.0000
Volume 443 25 -418 -94.4% 658
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7781 0.7763 0.7681
R3 0.7737 0.7719 0.7669
R2 0.7693 0.7693 0.7665
R1 0.7675 0.7675 0.7661 0.7684
PP 0.7649 0.7649 0.7649 0.7654
S1 0.7631 0.7631 0.7653 0.7640
S2 0.7605 0.7605 0.7649
S3 0.7561 0.7587 0.7645
S4 0.7517 0.7543 0.7633
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8301 0.8179 0.7767
R3 0.8101 0.7979 0.7712
R2 0.7901 0.7901 0.7694
R1 0.7779 0.7779 0.7675 0.7740
PP 0.7701 0.7701 0.7701 0.7682
S1 0.7579 0.7579 0.7639 0.7540
S2 0.7501 0.7501 0.7620
S3 0.7301 0.7379 0.7602
S4 0.7101 0.7179 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7823 0.7623 0.0200 2.6% 0.0057 0.7% 17% False True 131
10 0.7872 0.7623 0.0249 3.3% 0.0049 0.6% 14% False True 92
20 0.7884 0.7623 0.0261 3.4% 0.0046 0.6% 13% False True 72
40 0.8100 0.7623 0.0477 6.2% 0.0052 0.7% 7% False True 54
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7854
2.618 0.7782
1.618 0.7738
1.000 0.7711
0.618 0.7694
HIGH 0.7667
0.618 0.7650
0.500 0.7645
0.382 0.7640
LOW 0.7623
0.618 0.7596
1.000 0.7579
1.618 0.7552
2.618 0.7508
4.250 0.7436
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 0.7653 0.7698
PP 0.7649 0.7684
S1 0.7645 0.7671

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

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