CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 0.7660 0.7665 0.0005 0.1% 0.7507
High 0.7679 0.7706 0.0027 0.4% 0.7691
Low 0.7650 0.7652 0.0002 0.0% 0.7503
Close 0.7666 0.7704 0.0038 0.5% 0.7644
Range 0.0029 0.0054 0.0025 86.2% 0.0188
ATR 0.0050 0.0050 0.0000 0.6% 0.0000
Volume 61,613 64,794 3,181 5.2% 307,805
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7849 0.7831 0.7734
R3 0.7795 0.7777 0.7719
R2 0.7741 0.7741 0.7714
R1 0.7723 0.7723 0.7709 0.7732
PP 0.7687 0.7687 0.7687 0.7692
S1 0.7669 0.7669 0.7699 0.7678
S2 0.7633 0.7633 0.7694
S3 0.7579 0.7615 0.7689
S4 0.7525 0.7561 0.7674
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 0.7706 0.7634 0.0072 0.9% 0.0043 0.6% 97% True False 70,548
10 0.7706 0.7498 0.0208 2.7% 0.0048 0.6% 99% True False 56,127
20 0.7706 0.7498 0.0208 2.7% 0.0050 0.6% 99% True False 29,032
40 0.7722 0.7498 0.0224 2.9% 0.0048 0.6% 92% False False 14,650
60 0.7884 0.7498 0.0386 5.0% 0.0047 0.6% 53% False False 9,784
80 0.8100 0.7498 0.0602 7.8% 0.0051 0.7% 34% False False 7,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7847
1.618 0.7793
1.000 0.7760
0.618 0.7739
HIGH 0.7706
0.618 0.7685
0.500 0.7679
0.382 0.7673
LOW 0.7652
0.618 0.7619
1.000 0.7598
1.618 0.7565
2.618 0.7511
4.250 0.7423
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 0.7696 0.7694
PP 0.7687 0.7685
S1 0.7679 0.7675

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

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