CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 0.7663 0.7660 -0.0003 0.0% 0.7507
High 0.7682 0.7679 -0.0003 0.0% 0.7691
Low 0.7644 0.7650 0.0006 0.1% 0.7503
Close 0.7663 0.7666 0.0003 0.0% 0.7644
Range 0.0038 0.0029 -0.0009 -23.7% 0.0188
ATR 0.0051 0.0050 -0.0002 -3.1% 0.0000
Volume 63,348 61,613 -1,735 -2.7% 307,805
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7752 0.7738 0.7682
R3 0.7723 0.7709 0.7674
R2 0.7694 0.7694 0.7671
R1 0.7680 0.7680 0.7669 0.7687
PP 0.7665 0.7665 0.7665 0.7669
S1 0.7651 0.7651 0.7663 0.7658
S2 0.7636 0.7636 0.7661
S3 0.7607 0.7622 0.7658
S4 0.7578 0.7593 0.7650
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 0.7623 0.0068 0.9% 0.0043 0.6% 63% False False 71,549
10 0.7691 0.7498 0.0193 2.5% 0.0049 0.6% 87% False False 50,167
20 0.7691 0.7498 0.0193 2.5% 0.0050 0.7% 87% False False 25,818
40 0.7773 0.7498 0.0275 3.6% 0.0049 0.6% 61% False False 13,034
60 0.7884 0.7498 0.0386 5.0% 0.0047 0.6% 44% False False 8,704
80 0.8100 0.7498 0.0602 7.9% 0.0051 0.7% 28% False False 6,536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7755
1.618 0.7726
1.000 0.7708
0.618 0.7697
HIGH 0.7679
0.618 0.7668
0.500 0.7665
0.382 0.7661
LOW 0.7650
0.618 0.7632
1.000 0.7621
1.618 0.7603
2.618 0.7574
4.250 0.7527
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 0.7666 0.7664
PP 0.7665 0.7662
S1 0.7665 0.7660

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

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