CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 0.7590 0.7598 0.0008 0.1% 0.7606
High 0.7610 0.7650 0.0040 0.5% 0.7638
Low 0.7576 0.7595 0.0019 0.3% 0.7548
Close 0.7589 0.7602 0.0013 0.2% 0.7607
Range 0.0034 0.0055 0.0021 61.8% 0.0090
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 4,102 2,577 -1,525 -37.2% 3,927
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7781 0.7746 0.7632
R3 0.7726 0.7691 0.7617
R2 0.7671 0.7671 0.7612
R1 0.7636 0.7636 0.7607 0.7654
PP 0.7616 0.7616 0.7616 0.7624
S1 0.7581 0.7581 0.7597 0.7599
S2 0.7561 0.7561 0.7592
S3 0.7506 0.7526 0.7587
S4 0.7451 0.7471 0.7572
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7868 0.7827 0.7657
R3 0.7778 0.7737 0.7632
R2 0.7688 0.7688 0.7624
R1 0.7647 0.7647 0.7615 0.7668
PP 0.7598 0.7598 0.7598 0.7608
S1 0.7557 0.7557 0.7599 0.7578
S2 0.7508 0.7508 0.7591
S3 0.7418 0.7467 0.7582
S4 0.7328 0.7377 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7650 0.7548 0.0102 1.3% 0.0052 0.7% 53% True False 1,792
10 0.7650 0.7527 0.0123 1.6% 0.0049 0.6% 61% True False 1,198
20 0.7685 0.7527 0.0158 2.1% 0.0046 0.6% 47% False False 747
40 0.7884 0.7527 0.0357 4.7% 0.0046 0.6% 21% False False 425
60 0.8077 0.7527 0.0550 7.2% 0.0049 0.6% 14% False False 298
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7794
1.618 0.7739
1.000 0.7705
0.618 0.7684
HIGH 0.7650
0.618 0.7629
0.500 0.7623
0.382 0.7616
LOW 0.7595
0.618 0.7561
1.000 0.7540
1.618 0.7506
2.618 0.7451
4.250 0.7361
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 0.7623 0.7602
PP 0.7616 0.7602
S1 0.7609 0.7602

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

View Archives - Comment on this page... - Back to Index of Symbols