CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 0.7598 0.7600 0.0002 0.0% 0.7606
High 0.7650 0.7633 -0.0017 -0.2% 0.7638
Low 0.7595 0.7555 -0.0040 -0.5% 0.7548
Close 0.7602 0.7557 -0.0045 -0.6% 0.7607
Range 0.0055 0.0078 0.0023 41.8% 0.0090
ATR 0.0049 0.0051 0.0002 4.2% 0.0000
Volume 2,577 3,177 600 23.3% 3,927
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7816 0.7764 0.7600
R3 0.7738 0.7686 0.7578
R2 0.7660 0.7660 0.7571
R1 0.7608 0.7608 0.7564 0.7595
PP 0.7582 0.7582 0.7582 0.7575
S1 0.7530 0.7530 0.7550 0.7517
S2 0.7504 0.7504 0.7543
S3 0.7426 0.7452 0.7536
S4 0.7348 0.7374 0.7514
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 0.7553 0.0097 1.3% 0.0057 0.8% 4% False False 2,324
10 0.7650 0.7548 0.0102 1.3% 0.0052 0.7% 9% False False 1,468
20 0.7684 0.7527 0.0157 2.1% 0.0046 0.6% 19% False False 892
40 0.7884 0.7527 0.0357 4.7% 0.0048 0.6% 8% False False 503
60 0.8077 0.7527 0.0550 7.3% 0.0050 0.7% 5% False False 351
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 0.7965
2.618 0.7837
1.618 0.7759
1.000 0.7711
0.618 0.7681
HIGH 0.7633
0.618 0.7603
0.500 0.7594
0.382 0.7585
LOW 0.7555
0.618 0.7507
1.000 0.7477
1.618 0.7429
2.618 0.7351
4.250 0.7224
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 0.7594 0.7603
PP 0.7582 0.7587
S1 0.7569 0.7572

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

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