CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 0.7706 0.7639 -0.0067 -0.9% 0.7664
High 0.7706 0.7681 -0.0025 -0.3% 0.7722
Low 0.7634 0.7636 0.0002 0.0% 0.7634
Close 0.7642 0.7681 0.0039 0.5% 0.7642
Range 0.0072 0.0045 -0.0027 -37.5% 0.0088
ATR 0.0053 0.0052 -0.0001 -1.1% 0.0000
Volume 240 243 3 1.3% 718
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7801 0.7786 0.7706
R3 0.7756 0.7741 0.7693
R2 0.7711 0.7711 0.7689
R1 0.7696 0.7696 0.7685 0.7704
PP 0.7666 0.7666 0.7666 0.7670
S1 0.7651 0.7651 0.7677 0.7659
S2 0.7621 0.7621 0.7673
S3 0.7576 0.7606 0.7669
S4 0.7531 0.7561 0.7656
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 1.1% 0.0053 0.7% 53% False False 186
10 0.7811 0.7623 0.0188 2.4% 0.0054 0.7% 31% False False 160
20 0.7884 0.7623 0.0261 3.4% 0.0046 0.6% 22% False False 103
40 0.8077 0.7623 0.0454 5.9% 0.0051 0.7% 13% False False 73
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7799
1.618 0.7754
1.000 0.7726
0.618 0.7709
HIGH 0.7681
0.618 0.7664
0.500 0.7659
0.382 0.7653
LOW 0.7636
0.618 0.7608
1.000 0.7591
1.618 0.7563
2.618 0.7518
4.250 0.7445
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 0.7674 0.7680
PP 0.7666 0.7679
S1 0.7659 0.7678

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

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