CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 0.7610 0.7597 -0.0013 -0.2% 0.7639
High 0.7643 0.7610 -0.0033 -0.4% 0.7685
Low 0.7605 0.7568 -0.0037 -0.5% 0.7622
Close 0.7626 0.7577 -0.0049 -0.6% 0.7652
Range 0.0038 0.0042 0.0004 10.5% 0.0063
ATR 0.0049 0.0050 0.0001 1.3% 0.0000
Volume 383 486 103 26.9% 1,117
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7711 0.7686 0.7600
R3 0.7669 0.7644 0.7589
R2 0.7627 0.7627 0.7585
R1 0.7602 0.7602 0.7581 0.7594
PP 0.7585 0.7585 0.7585 0.7581
S1 0.7560 0.7560 0.7573 0.7552
S2 0.7543 0.7543 0.7569
S3 0.7501 0.7518 0.7565
S4 0.7459 0.7476 0.7554
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 0.7568 0.0116 1.5% 0.0040 0.5% 8% False True 255
10 0.7722 0.7568 0.0154 2.0% 0.0047 0.6% 6% False True 288
20 0.7871 0.7568 0.0303 4.0% 0.0049 0.6% 3% False True 186
40 0.8014 0.7568 0.0446 5.9% 0.0048 0.6% 2% False True 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7720
1.618 0.7678
1.000 0.7652
0.618 0.7636
HIGH 0.7610
0.618 0.7594
0.500 0.7589
0.382 0.7584
LOW 0.7568
0.618 0.7542
1.000 0.7526
1.618 0.7500
2.618 0.7458
4.250 0.7390
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 0.7589 0.7613
PP 0.7585 0.7601
S1 0.7581 0.7589

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

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