CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	0.7828	0.7863	0.0035	0.4%	0.7812
High	0.7866	0.7874	0.0008	0.1%	0.7874
Low	0.7814	0.7834	0.0020	0.3%	0.7795
Close	0.7864	0.7868	0.0004	0.1%	0.7868
Range	0.0052	0.0040	-0.0012	-23.1%	0.0079
ATR	0.0046	0.0045	0.0000	-0.9%	0.0000
Volume	97,657	106,228	8,571	8.8%	344,576

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7963	0.7890
R3	0.7939	0.7923	0.7879
R2	0.7899	0.7899	0.7875
R1	0.7883	0.7883	0.7872	0.7891
PP	0.7859	0.7859	0.7859	0.7863
S1	0.7843	0.7843	0.7864	0.7851
S2	0.7819	0.7819	0.7861
S3	0.7779	0.7803	0.7857
S4	0.7739	0.7763	0.7846

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.8054	0.7911
R3	0.8004	0.7975	0.7890
R2	0.7925	0.7925	0.7882
R1	0.7896	0.7896	0.7875	0.7911
PP	0.7846	0.7846	0.7846	0.7853
S1	0.7817	0.7817	0.7861	0.7832
S2	0.7767	0.7767	0.7854
S3	0.7688	0.7738	0.7846
S4	0.7609	0.7659	0.7825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7874	0.7788	0.0086	1.1%	0.0044	0.6%	93%	True	False	80,277
10	0.7874	0.7652	0.0222	2.8%	0.0041	0.5%	97%	True	False	64,881
20	0.7874	0.7498	0.0376	4.8%	0.0045	0.6%	98%	True	False	57,524
40	0.7874	0.7498	0.0376	4.8%	0.0046	0.6%	98%	True	False	29,208
60	0.7884	0.7498	0.0386	4.9%	0.0047	0.6%	96%	False	False	19,510
80	0.8077	0.7498	0.0579	7.4%	0.0049	0.6%	64%	False	False	14,644

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8044
2.618	0.7979
1.618	0.7939
1.000	0.7914
0.618	0.7899
HIGH	0.7874
0.618	0.7859
0.500	0.7854
0.382	0.7849
LOW	0.7834
0.618	0.7809
1.000	0.7794
1.618	0.7769
2.618	0.7729
4.250	0.7664

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	0.7863	0.7858
PP	0.7859	0.7849
S1	0.7854	0.7839

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols