CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.7654 0.7664 0.0010 0.1% 0.7801
High 0.7667 0.7680 0.0013 0.2% 0.7823
Low 0.7623 0.7650 0.0027 0.4% 0.7623
Close 0.7657 0.7674 0.0017 0.2% 0.7657
Range 0.0044 0.0030 -0.0014 -31.8% 0.0200
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 25 28 3 12.0% 658
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7758 0.7746 0.7691
R3 0.7728 0.7716 0.7682
R2 0.7698 0.7698 0.7680
R1 0.7686 0.7686 0.7677 0.7692
PP 0.7668 0.7668 0.7668 0.7671
S1 0.7656 0.7656 0.7671 0.7662
S2 0.7638 0.7638 0.7669
S3 0.7608 0.7626 0.7666
S4 0.7578 0.7596 0.7658
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 0.7811 0.7623 0.0188 2.4% 0.0056 0.7% 27% False False 134
10 0.7871 0.7623 0.0248 3.2% 0.0048 0.6% 21% False False 92
20 0.7884 0.7623 0.0261 3.4% 0.0045 0.6% 20% False False 73
40 0.8100 0.7623 0.0477 6.2% 0.0051 0.7% 11% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7808
2.618 0.7759
1.618 0.7729
1.000 0.7710
0.618 0.7699
HIGH 0.7680
0.618 0.7669
0.500 0.7665
0.382 0.7661
LOW 0.7650
0.618 0.7631
1.000 0.7620
1.618 0.7601
2.618 0.7571
4.250 0.7523
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.7671 0.7672
PP 0.7668 0.7669
S1 0.7665 0.7667

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

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