CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 0.7641 0.7610 -0.0031 -0.4% 0.7639
High 0.7657 0.7643 -0.0014 -0.2% 0.7685
Low 0.7611 0.7605 -0.0006 -0.1% 0.7622
Close 0.7619 0.7626 0.0007 0.1% 0.7652
Range 0.0046 0.0038 -0.0008 -17.4% 0.0063
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 304 383 79 26.0% 1,117
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7739 0.7720 0.7647
R3 0.7701 0.7682 0.7636
R2 0.7663 0.7663 0.7633
R1 0.7644 0.7644 0.7629 0.7654
PP 0.7625 0.7625 0.7625 0.7629
S1 0.7606 0.7606 0.7623 0.7616
S2 0.7587 0.7587 0.7619
S3 0.7549 0.7568 0.7616
S4 0.7511 0.7530 0.7605
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 0.7684 0.7605 0.0079 1.0% 0.0038 0.5% 27% False True 255
10 0.7722 0.7605 0.0117 1.5% 0.0046 0.6% 18% False True 242
20 0.7871 0.7605 0.0266 3.5% 0.0048 0.6% 8% False True 165
40 0.8077 0.7605 0.0472 6.2% 0.0050 0.7% 4% False True 111
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7805
2.618 0.7742
1.618 0.7704
1.000 0.7681
0.618 0.7666
HIGH 0.7643
0.618 0.7628
0.500 0.7624
0.382 0.7620
LOW 0.7605
0.618 0.7582
1.000 0.7567
1.618 0.7544
2.618 0.7506
4.250 0.7444
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 0.7625 0.7645
PP 0.7625 0.7638
S1 0.7624 0.7632

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

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