CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 0.7664 0.7686 0.0022 0.3% 0.7801
High 0.7680 0.7689 0.0009 0.1% 0.7823
Low 0.7650 0.7634 -0.0016 -0.2% 0.7623
Close 0.7674 0.7647 -0.0027 -0.4% 0.7657
Range 0.0030 0.0055 0.0025 83.3% 0.0200
ATR 0.0051 0.0051 0.0000 0.5% 0.0000
Volume 28 70 42 150.0% 658
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7822 0.7789 0.7677
R3 0.7767 0.7734 0.7662
R2 0.7712 0.7712 0.7657
R1 0.7679 0.7679 0.7652 0.7668
PP 0.7657 0.7657 0.7657 0.7651
S1 0.7624 0.7624 0.7642 0.7613
S2 0.7602 0.7602 0.7637
S3 0.7547 0.7569 0.7632
S4 0.7492 0.7514 0.7617
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 0.7773 0.7623 0.0150 2.0% 0.0057 0.7% 16% False False 141
10 0.7871 0.7623 0.0248 3.2% 0.0051 0.7% 10% False False 87
20 0.7884 0.7623 0.0261 3.4% 0.0046 0.6% 9% False False 76
40 0.8100 0.7623 0.0477 6.2% 0.0051 0.7% 5% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7833
1.618 0.7778
1.000 0.7744
0.618 0.7723
HIGH 0.7689
0.618 0.7668
0.500 0.7662
0.382 0.7655
LOW 0.7634
0.618 0.7600
1.000 0.7579
1.618 0.7545
2.618 0.7490
4.250 0.7400
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 0.7662 0.7656
PP 0.7657 0.7653
S1 0.7652 0.7650

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

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