CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 08-Dec-2017
Day Change Summary
Previous Current
07-Dec-2017 08-Dec-2017 Change Change % Previous Week
Open 0.7557 0.7508 -0.0049 -0.6% 0.7590
High 0.7565 0.7529 -0.0036 -0.5% 0.7650
Low 0.7501 0.7498 -0.0003 0.0% 0.7498
Close 0.7502 0.7502 0.0000 0.0% 0.7502
Range 0.0064 0.0031 -0.0033 -51.6% 0.0152
ATR 0.0052 0.0051 -0.0002 -2.9% 0.0000
Volume 5,196 5,052 -144 -2.8% 20,104
Daily Pivots for day following 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7603 0.7583 0.7519
R3 0.7572 0.7552 0.7511
R2 0.7541 0.7541 0.7508
R1 0.7521 0.7521 0.7505 0.7516
PP 0.7510 0.7510 0.7510 0.7507
S1 0.7490 0.7490 0.7499 0.7484
S2 0.7479 0.7479 0.7496
S3 0.7448 0.7459 0.7493
S4 0.7417 0.7428 0.7485
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8006 0.7906 0.7586
R3 0.7854 0.7754 0.7544
R2 0.7702 0.7702 0.7530
R1 0.7602 0.7602 0.7516 0.7576
PP 0.7550 0.7550 0.7550 0.7537
S1 0.7450 0.7450 0.7488 0.7424
S2 0.7398 0.7398 0.7474
S3 0.7246 0.7298 0.7460
S4 0.7094 0.7146 0.7418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7650 0.7498 0.0152 2.0% 0.0052 0.7% 3% False True 4,020
10 0.7650 0.7498 0.0152 2.0% 0.0051 0.7% 3% False True 2,403
20 0.7684 0.7498 0.0186 2.5% 0.0047 0.6% 2% False True 1,377
40 0.7884 0.7498 0.0386 5.1% 0.0049 0.6% 1% False True 759
60 0.8077 0.7498 0.0579 7.7% 0.0050 0.7% 1% False True 521
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7610
1.618 0.7579
1.000 0.7560
0.618 0.7548
HIGH 0.7529
0.618 0.7517
0.500 0.7514
0.382 0.7510
LOW 0.7498
0.618 0.7479
1.000 0.7467
1.618 0.7448
2.618 0.7417
4.250 0.7366
Fisher Pivots for day following 08-Dec-2017
Pivot 1 day 3 day
R1 0.7514 0.7566
PP 0.7510 0.7544
S1 0.7506 0.7523

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

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