CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 0.7671 0.7641 -0.0030 -0.4% 0.7639
High 0.7684 0.7657 -0.0027 -0.4% 0.7685
Low 0.7650 0.7611 -0.0039 -0.5% 0.7622
Close 0.7652 0.7619 -0.0033 -0.4% 0.7652
Range 0.0034 0.0046 0.0012 35.3% 0.0063
ATR 0.0050 0.0050 0.0000 -0.6% 0.0000
Volume 37 304 267 721.6% 1,117
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7767 0.7739 0.7644
R3 0.7721 0.7693 0.7632
R2 0.7675 0.7675 0.7627
R1 0.7647 0.7647 0.7623 0.7638
PP 0.7629 0.7629 0.7629 0.7625
S1 0.7601 0.7601 0.7615 0.7592
S2 0.7583 0.7583 0.7611
S3 0.7537 0.7555 0.7606
S4 0.7491 0.7509 0.7594
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 0.7611 0.0074 1.0% 0.0043 0.6% 11% False True 235
10 0.7722 0.7611 0.0111 1.5% 0.0048 0.6% 7% False True 211
20 0.7871 0.7611 0.0260 3.4% 0.0048 0.6% 3% False True 151
40 0.8077 0.7611 0.0466 6.1% 0.0050 0.7% 2% False True 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7777
1.618 0.7731
1.000 0.7703
0.618 0.7685
HIGH 0.7657
0.618 0.7639
0.500 0.7634
0.382 0.7629
LOW 0.7611
0.618 0.7583
1.000 0.7565
1.618 0.7537
2.618 0.7491
4.250 0.7416
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 0.7634 0.7648
PP 0.7629 0.7638
S1 0.7624 0.7629

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

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