CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 0.7583 0.7588 0.0005 0.1% 0.7641
High 0.7598 0.7598 0.0000 0.0% 0.7657
Low 0.7570 0.7530 -0.0040 -0.5% 0.7530
Close 0.7581 0.7560 -0.0021 -0.3% 0.7560
Range 0.0028 0.0068 0.0040 142.9% 0.0127
ATR 0.0048 0.0050 0.0001 2.9% 0.0000
Volume 160 229 69 43.1% 1,562
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7767 0.7731 0.7597
R3 0.7699 0.7663 0.7579
R2 0.7631 0.7631 0.7572
R1 0.7595 0.7595 0.7566 0.7579
PP 0.7563 0.7563 0.7563 0.7555
S1 0.7527 0.7527 0.7554 0.7511
S2 0.7495 0.7495 0.7548
S3 0.7427 0.7459 0.7541
S4 0.7359 0.7391 0.7523
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7963 0.7889 0.7630
R3 0.7836 0.7762 0.7595
R2 0.7709 0.7709 0.7583
R1 0.7635 0.7635 0.7572 0.7609
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7508 0.7508 0.7548 0.7482
S2 0.7455 0.7455 0.7537
S3 0.7328 0.7381 0.7525
S4 0.7201 0.7254 0.7490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7657 0.7530 0.0127 1.7% 0.0044 0.6% 24% False True 312
10 0.7685 0.7530 0.0155 2.1% 0.0044 0.6% 19% False True 267
20 0.7823 0.7530 0.0293 3.9% 0.0048 0.6% 10% False True 202
40 0.7954 0.7530 0.0424 5.6% 0.0046 0.6% 7% False True 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7776
1.618 0.7708
1.000 0.7666
0.618 0.7640
HIGH 0.7598
0.618 0.7572
0.500 0.7564
0.382 0.7556
LOW 0.7530
0.618 0.7488
1.000 0.7462
1.618 0.7420
2.618 0.7352
4.250 0.7241
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 0.7564 0.7570
PP 0.7563 0.7567
S1 0.7561 0.7563

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

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