CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 0.7996 0.8060 0.0064 0.8% 0.7914
High 0.8081 0.8118 0.0037 0.5% 0.8037
Low 0.7992 0.8010 0.0018 0.2% 0.7905
Close 0.8076 0.8021 -0.0055 -0.7% 0.7999
Range 0.0089 0.0108 0.0019 21.3% 0.0132
ATR 0.0058 0.0062 0.0004 6.1% 0.0000
Volume 140,815 184,014 43,199 30.7% 527,633
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8374 0.8305 0.8080
R3 0.8266 0.8197 0.8051
R2 0.8158 0.8158 0.8041
R1 0.8089 0.8089 0.8031 0.8070
PP 0.8050 0.8050 0.8050 0.8040
S1 0.7981 0.7981 0.8011 0.7962
S2 0.7942 0.7942 0.8001
S3 0.7834 0.7873 0.7991
S4 0.7726 0.7765 0.7962
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 0.8118 0.7955 0.0163 2.0% 0.0075 0.9% 40% True False 125,338
10 0.8118 0.7836 0.0282 3.5% 0.0073 0.9% 66% True False 129,976
20 0.8118 0.7724 0.0394 4.9% 0.0060 0.8% 75% True False 107,793
40 0.8118 0.7498 0.0620 7.7% 0.0054 0.7% 84% True False 70,031
60 0.8118 0.7498 0.0620 7.7% 0.0051 0.6% 84% True False 46,793
80 0.8118 0.7498 0.0620 7.7% 0.0050 0.6% 84% True False 35,113
100 0.8118 0.7498 0.0620 7.7% 0.0051 0.6% 84% True False 28,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.8577
2.618 0.8401
1.618 0.8293
1.000 0.8226
0.618 0.8185
HIGH 0.8118
0.618 0.8077
0.500 0.8064
0.382 0.8051
LOW 0.8010
0.618 0.7943
1.000 0.7902
1.618 0.7835
2.618 0.7727
4.250 0.7551
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 0.8064 0.8037
PP 0.8050 0.8031
S1 0.8035 0.8026

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

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