CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 0.7644 0.7663 0.0019 0.2% 0.7507
High 0.7674 0.7682 0.0008 0.1% 0.7691
Low 0.7638 0.7644 0.0006 0.1% 0.7503
Close 0.7665 0.7663 -0.0002 0.0% 0.7644
Range 0.0036 0.0038 0.0002 5.5% 0.0188
ATR 0.0052 0.0051 -0.0001 -1.9% 0.0000
Volume 58,659 63,348 4,689 8.0% 307,805
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7777 0.7758 0.7684
R3 0.7739 0.7720 0.7673
R2 0.7701 0.7701 0.7670
R1 0.7682 0.7682 0.7666 0.7682
PP 0.7663 0.7663 0.7663 0.7663
S1 0.7644 0.7644 0.7660 0.7644
S2 0.7625 0.7625 0.7656
S3 0.7587 0.7606 0.7653
S4 0.7549 0.7568 0.7642
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8177 0.8098 0.7747
R3 0.7989 0.7910 0.7696
R2 0.7801 0.7801 0.7678
R1 0.7722 0.7722 0.7661 0.7762
PP 0.7613 0.7613 0.7613 0.7632
S1 0.7534 0.7534 0.7627 0.7574
S2 0.7425 0.7425 0.7610
S3 0.7237 0.7346 0.7592
S4 0.7049 0.7158 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7691 0.7549 0.0142 1.9% 0.0054 0.7% 80% False False 78,200
10 0.7691 0.7498 0.0193 2.5% 0.0054 0.7% 85% False False 44,323
20 0.7691 0.7498 0.0193 2.5% 0.0052 0.7% 85% False False 22,761
40 0.7811 0.7498 0.0313 4.1% 0.0050 0.7% 53% False False 11,494
60 0.7929 0.7498 0.0431 5.6% 0.0048 0.6% 38% False False 7,679
80 0.8100 0.7498 0.0602 7.9% 0.0050 0.7% 27% False False 5,766
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7781
1.618 0.7743
1.000 0.7720
0.618 0.7705
HIGH 0.7682
0.618 0.7667
0.500 0.7663
0.382 0.7659
LOW 0.7644
0.618 0.7621
1.000 0.7606
1.618 0.7583
2.618 0.7545
4.250 0.7483
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 0.7663 0.7663
PP 0.7663 0.7663
S1 0.7663 0.7663

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

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