CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 0.7956 0.7955 -0.0001 0.0% 0.7866
High 0.8022 0.8005 -0.0017 -0.2% 0.7922
Low 0.7939 0.7940 0.0001 0.0% 0.7805
Close 0.8007 0.7997 -0.0010 -0.1% 0.7910
Range 0.0083 0.0065 -0.0018 -21.7% 0.0117
ATR 0.0054 0.0055 0.0001 1.8% 0.0000
Volume 139,602 119,439 -20,163 -14.4% 577,862
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8176 0.8151 0.8033
R3 0.8111 0.8086 0.8015
R2 0.8046 0.8046 0.8009
R1 0.8021 0.8021 0.8003 0.8034
PP 0.7981 0.7981 0.7981 0.7987
S1 0.7956 0.7956 0.7991 0.7969
S2 0.7916 0.7916 0.7985
S3 0.7851 0.7891 0.7979
S4 0.7786 0.7826 0.7961
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8230 0.8187 0.7974
R3 0.8113 0.8070 0.7942
R2 0.7996 0.7996 0.7931
R1 0.7953 0.7953 0.7921 0.7974
PP 0.7879 0.7879 0.7879 0.7890
S1 0.7836 0.7836 0.7899 0.7858
S2 0.7762 0.7762 0.7889
S3 0.7645 0.7719 0.7878
S4 0.7528 0.7602 0.7846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8022 0.7836 0.0186 2.3% 0.0071 0.9% 87% False False 134,615
10 0.8022 0.7805 0.0217 2.7% 0.0061 0.8% 88% False False 121,524
20 0.8022 0.7644 0.0378 4.7% 0.0050 0.6% 93% False False 89,257
40 0.8022 0.7498 0.0524 6.6% 0.0050 0.6% 95% False False 54,438
60 0.8022 0.7498 0.0524 6.6% 0.0050 0.6% 95% False False 36,360
80 0.8022 0.7498 0.0524 6.6% 0.0048 0.6% 95% False False 27,283
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8281
2.618 0.8175
1.618 0.8110
1.000 0.8070
0.618 0.8045
HIGH 0.8005
0.618 0.7980
0.500 0.7973
0.382 0.7965
LOW 0.7940
0.618 0.7900
1.000 0.7875
1.618 0.7835
2.618 0.7770
4.250 0.7664
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 0.7989 0.7986
PP 0.7981 0.7975
S1 0.7973 0.7964

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

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