CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 0.7647 0.7657 0.0010 0.1% 0.7664
High 0.7677 0.7684 0.0007 0.1% 0.7722
Low 0.7646 0.7643 -0.0003 0.0% 0.7634
Close 0.7670 0.7675 0.0005 0.1% 0.7642
Range 0.0031 0.0041 0.0010 32.3% 0.0088
ATR 0.0052 0.0052 -0.0001 -1.6% 0.0000
Volume 488 67 -421 -86.3% 718
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7790 0.7774 0.7698
R3 0.7749 0.7733 0.7686
R2 0.7708 0.7708 0.7683
R1 0.7692 0.7692 0.7679 0.7700
PP 0.7667 0.7667 0.7667 0.7672
S1 0.7651 0.7651 0.7671 0.7659
S2 0.7626 0.7626 0.7667
S3 0.7585 0.7610 0.7664
S4 0.7544 0.7569 0.7652
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 0.7706 0.7622 0.0084 1.1% 0.0050 0.7% 63% False False 264
10 0.7722 0.7622 0.0100 1.3% 0.0047 0.6% 53% False False 182
20 0.7884 0.7622 0.0262 3.4% 0.0050 0.6% 20% False False 141
40 0.8077 0.7622 0.0455 5.9% 0.0051 0.7% 12% False False 93
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7791
1.618 0.7750
1.000 0.7725
0.618 0.7709
HIGH 0.7684
0.618 0.7668
0.500 0.7664
0.382 0.7659
LOW 0.7643
0.618 0.7618
1.000 0.7602
1.618 0.7577
2.618 0.7536
4.250 0.7469
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 0.7671 0.7668
PP 0.7667 0.7661
S1 0.7664 0.7654

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

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