CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 0.7796 0.7812 0.0016 0.2% 0.7716
High 0.7825 0.7844 0.0019 0.2% 0.7825
Low 0.7788 0.7795 0.0007 0.1% 0.7712
Close 0.7811 0.7830 0.0019 0.2% 0.7811
Range 0.0037 0.0049 0.0012 32.4% 0.0113
ATR 0.0045 0.0046 0.0000 0.6% 0.0000
Volume 56,812 64,561 7,749 13.6% 191,228
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7970 0.7949 0.7857
R3 0.7921 0.7900 0.7843
R2 0.7872 0.7872 0.7839
R1 0.7851 0.7851 0.7834 0.7862
PP 0.7823 0.7823 0.7823 0.7828
S1 0.7802 0.7802 0.7826 0.7813
S2 0.7774 0.7774 0.7821
S3 0.7725 0.7753 0.7817
S4 0.7676 0.7704 0.7803
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8122 0.8079 0.7873
R3 0.8009 0.7966 0.7842
R2 0.7896 0.7896 0.7832
R1 0.7853 0.7853 0.7821 0.7874
PP 0.7783 0.7783 0.7783 0.7793
S1 0.7740 0.7740 0.7801 0.7762
S2 0.7670 0.7670 0.7790
S3 0.7557 0.7627 0.7780
S4 0.7444 0.7514 0.7749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7844 0.7712 0.0132 1.7% 0.0040 0.5% 89% True False 51,157
10 0.7844 0.7638 0.0206 2.6% 0.0038 0.5% 93% True False 55,242
20 0.7844 0.7498 0.0346 4.4% 0.0047 0.6% 96% True False 44,016
40 0.7844 0.7498 0.0346 4.4% 0.0047 0.6% 96% True False 22,227
60 0.7884 0.7498 0.0386 4.9% 0.0046 0.6% 86% False False 14,847
80 0.8100 0.7498 0.0602 7.7% 0.0049 0.6% 55% False False 11,146
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7972
1.618 0.7923
1.000 0.7893
0.618 0.7874
HIGH 0.7844
0.618 0.7825
0.500 0.7820
0.382 0.7814
LOW 0.7795
0.618 0.7765
1.000 0.7746
1.618 0.7716
2.618 0.7667
4.250 0.7587
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 0.7827 0.7822
PP 0.7823 0.7814
S1 0.7820 0.7806

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

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