CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 0.7669 0.7706 0.0037 0.5% 0.7664
High 0.7722 0.7706 -0.0016 -0.2% 0.7722
Low 0.7669 0.7634 -0.0035 -0.5% 0.7634
Close 0.7709 0.7642 -0.0067 -0.9% 0.7642
Range 0.0053 0.0072 0.0019 35.8% 0.0088
ATR 0.0051 0.0053 0.0002 3.3% 0.0000
Volume 351 240 -111 -31.6% 718
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7877 0.7831 0.7682
R3 0.7805 0.7759 0.7662
R2 0.7733 0.7733 0.7655
R1 0.7687 0.7687 0.7649 0.7674
PP 0.7661 0.7661 0.7661 0.7654
S1 0.7615 0.7615 0.7635 0.7602
S2 0.7589 0.7589 0.7629
S3 0.7517 0.7543 0.7622
S4 0.7445 0.7471 0.7602
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7930 0.7874 0.7690
R3 0.7842 0.7786 0.7666
R2 0.7754 0.7754 0.7658
R1 0.7698 0.7698 0.7650 0.7682
PP 0.7666 0.7666 0.7666 0.7658
S1 0.7610 0.7610 0.7634 0.7594
S2 0.7578 0.7578 0.7626
S3 0.7490 0.7522 0.7618
S4 0.7402 0.7434 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7722 0.7634 0.0088 1.2% 0.0050 0.6% 9% False True 143
10 0.7823 0.7623 0.0200 2.6% 0.0053 0.7% 10% False False 137
20 0.7884 0.7623 0.0261 3.4% 0.0046 0.6% 7% False False 95
40 0.8077 0.7623 0.0454 5.9% 0.0051 0.7% 4% False False 68
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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7894
1.618 0.7822
1.000 0.7778
0.618 0.7750
HIGH 0.7706
0.618 0.7678
0.500 0.7670
0.382 0.7662
LOW 0.7634
0.618 0.7590
1.000 0.7562
1.618 0.7518
2.618 0.7446
4.250 0.7328
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 0.7670 0.7678
PP 0.7661 0.7666
S1 0.7651 0.7654

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

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