CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 0.7657 0.7671 0.0014 0.2% 0.7639
High 0.7684 0.7684 0.0000 0.0% 0.7685
Low 0.7643 0.7650 0.0007 0.1% 0.7622
Close 0.7675 0.7652 -0.0023 -0.3% 0.7652
Range 0.0041 0.0034 -0.0007 -17.1% 0.0063
ATR 0.0052 0.0050 -0.0001 -2.4% 0.0000
Volume 67 37 -30 -44.8% 1,117
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7764 0.7742 0.7671
R3 0.7730 0.7708 0.7661
R2 0.7696 0.7696 0.7658
R1 0.7674 0.7674 0.7655 0.7668
PP 0.7662 0.7662 0.7662 0.7659
S1 0.7640 0.7640 0.7649 0.7634
S2 0.7628 0.7628 0.7646
S3 0.7594 0.7606 0.7643
S4 0.7560 0.7572 0.7633
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7842 0.7810 0.7687
R3 0.7779 0.7747 0.7669
R2 0.7716 0.7716 0.7664
R1 0.7684 0.7684 0.7658 0.7700
PP 0.7653 0.7653 0.7653 0.7661
S1 0.7621 0.7621 0.7646 0.7637
S2 0.7590 0.7590 0.7640
S3 0.7527 0.7558 0.7635
S4 0.7464 0.7495 0.7617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7622 0.0063 0.8% 0.0043 0.6% 48% False False 223
10 0.7722 0.7622 0.0100 1.3% 0.0046 0.6% 30% False False 183
20 0.7872 0.7622 0.0250 3.3% 0.0048 0.6% 12% False False 137
40 0.8077 0.7622 0.0455 5.9% 0.0051 0.7% 7% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7829
2.618 0.7773
1.618 0.7739
1.000 0.7718
0.618 0.7705
HIGH 0.7684
0.618 0.7671
0.500 0.7667
0.382 0.7663
LOW 0.7650
0.618 0.7629
1.000 0.7616
1.618 0.7595
2.618 0.7561
4.250 0.7505
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 0.7667 0.7664
PP 0.7662 0.7660
S1 0.7657 0.7656

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

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