CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 0.7545 0.7580 0.0035 0.5% 0.7641
High 0.7582 0.7615 0.0033 0.4% 0.7657
Low 0.7527 0.7550 0.0023 0.3% 0.7530
Close 0.7577 0.7608 0.0031 0.4% 0.7560
Range 0.0055 0.0065 0.0010 18.2% 0.0127
ATR 0.0048 0.0050 0.0001 2.4% 0.0000
Volume 473 512 39 8.2% 1,562
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7786 0.7762 0.7644
R3 0.7721 0.7697 0.7626
R2 0.7656 0.7656 0.7620
R1 0.7632 0.7632 0.7614 0.7644
PP 0.7591 0.7591 0.7591 0.7597
S1 0.7567 0.7567 0.7602 0.7579
S2 0.7526 0.7526 0.7596
S3 0.7461 0.7502 0.7590
S4 0.7396 0.7437 0.7572
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 0.7615 0.7527 0.0088 1.2% 0.0048 0.6% 92% True False 381
10 0.7684 0.7527 0.0157 2.1% 0.0044 0.6% 52% False False 318
20 0.7722 0.7527 0.0195 2.6% 0.0047 0.6% 42% False False 269
40 0.7884 0.7527 0.0357 4.7% 0.0046 0.6% 23% False False 160
60 0.8100 0.7527 0.0573 7.5% 0.0051 0.7% 14% False False 118
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7785
1.618 0.7720
1.000 0.7680
0.618 0.7655
HIGH 0.7615
0.618 0.7590
0.500 0.7583
0.382 0.7575
LOW 0.7550
0.618 0.7510
1.000 0.7485
1.618 0.7445
2.618 0.7380
4.250 0.7274
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 0.7600 0.7596
PP 0.7591 0.7583
S1 0.7583 0.7571

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

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