CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 0.8091 0.8083 -0.0008 -0.1% 0.7998
High 0.8112 0.8116 0.0004 0.0% 0.8135
Low 0.8042 0.8034 -0.0008 -0.1% 0.7955
Close 0.8083 0.8049 -0.0034 -0.4% 0.8119
Range 0.0070 0.0082 0.0012 17.1% 0.0180
ATR 0.0065 0.0067 0.0001 1.8% 0.0000
Volume 121,625 162,301 40,676 33.4% 674,046
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8312 0.8263 0.8094
R3 0.8230 0.8181 0.8072
R2 0.8148 0.8148 0.8064
R1 0.8099 0.8099 0.8057 0.8083
PP 0.8066 0.8066 0.8066 0.8058
S1 0.8017 0.8017 0.8041 0.8001
S2 0.7984 0.7984 0.8034
S3 0.7902 0.7935 0.8026
S4 0.7820 0.7853 0.8004
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8610 0.8544 0.8218
R3 0.8430 0.8364 0.8169
R2 0.8250 0.8250 0.8152
R1 0.8184 0.8184 0.8136 0.8217
PP 0.8070 0.8070 0.8070 0.8086
S1 0.8004 0.8004 0.8103 0.8037
S2 0.7890 0.7890 0.8086
S3 0.7710 0.7824 0.8070
S4 0.7530 0.7644 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8135 0.8004 0.0131 1.6% 0.0087 1.1% 34% False False 143,158
10 0.8135 0.7940 0.0195 2.4% 0.0077 1.0% 56% False False 127,790
20 0.8135 0.7804 0.0331 4.1% 0.0067 0.8% 74% False False 122,492
40 0.8135 0.7498 0.0637 7.9% 0.0057 0.7% 86% False False 83,254
60 0.8135 0.7498 0.0637 7.9% 0.0054 0.7% 86% False False 55,648
80 0.8135 0.7498 0.0637 7.9% 0.0052 0.6% 86% False False 41,758
100 0.8135 0.7498 0.0637 7.9% 0.0052 0.7% 86% False False 33,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8465
2.618 0.8331
1.618 0.8249
1.000 0.8198
0.618 0.8167
HIGH 0.8116
0.618 0.8085
0.500 0.8075
0.382 0.8065
LOW 0.8034
0.618 0.7983
1.000 0.7952
1.618 0.7901
2.618 0.7819
4.250 0.7686
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 0.8075 0.8076
PP 0.8066 0.8067
S1 0.8058 0.8058

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

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