CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	0.7998	0.8012	0.0014	0.2%	0.7914
High	0.8026	0.8028	0.0002	0.0%	0.8037
Low	0.7977	0.7955	-0.0022	-0.3%	0.7905
Close	0.8010	0.7996	-0.0014	-0.2%	0.7999
Range	0.0049	0.0073	0.0024	49.0%	0.0132
ATR	0.0054	0.0056	0.0001	2.4%	0.0000
Volume	82,879	124,849	41,970	50.6%	527,633

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8212	0.8177	0.8036
R3	0.8139	0.8104	0.8016
R2	0.8066	0.8066	0.8009
R1	0.8031	0.8031	0.8003	0.8012
PP	0.7993	0.7993	0.7993	0.7984
S1	0.7958	0.7958	0.7989	0.7939
S2	0.7920	0.7920	0.7983
S3	0.7847	0.7885	0.7976
S4	0.7774	0.7812	0.7956

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8376	0.8320	0.8072
R3	0.8244	0.8188	0.8035
R2	0.8112	0.8112	0.8023
R1	0.8056	0.8056	0.8011	0.8084
PP	0.7980	0.7980	0.7980	0.7995
S1	0.7924	0.7924	0.7987	0.7952
S2	0.7848	0.7848	0.7975
S3	0.7716	0.7792	0.7963
S4	0.7584	0.7660	0.7926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8037	0.7939	0.0098	1.2%	0.0065	0.8%	58%	False	False	112,180
10	0.8037	0.7805	0.0232	2.9%	0.0065	0.8%	82%	False	False	122,106
20	0.8037	0.7699	0.0338	4.2%	0.0052	0.7%	88%	False	False	94,862
40	0.8037	0.7498	0.0539	6.7%	0.0051	0.6%	92%	False	False	61,947
60	0.8037	0.7498	0.0539	6.7%	0.0050	0.6%	92%	False	False	41,387
80	0.8037	0.7498	0.0539	6.7%	0.0048	0.6%	92%	False	False	31,053
100	0.8100	0.7498	0.0602	7.5%	0.0051	0.6%	83%	False	False	24,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8338
2.618	0.8219
1.618	0.8146
1.000	0.8101
0.618	0.8073
HIGH	0.8028
0.618	0.8000
0.500	0.7992
0.382	0.7983
LOW	0.7955
0.618	0.7910
1.000	0.7882
1.618	0.7837
2.618	0.7764
4.250	0.7645

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	0.7995	0.7996
PP	0.7993	0.7996
S1	0.7992	0.7996

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