CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.7943 0.7909 -0.0034 -0.4% 0.7816
High 0.7987 0.7934 -0.0053 -0.7% 0.7987
Low 0.7891 0.7873 -0.0018 -0.2% 0.7772
Close 0.7906 0.7878 -0.0028 -0.4% 0.7906
Range 0.0096 0.0061 -0.0035 -36.5% 0.0215
ATR 0.0079 0.0078 -0.0001 -1.7% 0.0000
Volume 108,378 129,075 20,697 19.1% 574,047
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8078 0.8039 0.7912
R3 0.8017 0.7978 0.7895
R2 0.7956 0.7956 0.7889
R1 0.7917 0.7917 0.7884 0.7906
PP 0.7895 0.7895 0.7895 0.7890
S1 0.7856 0.7856 0.7872 0.7845
S2 0.7834 0.7834 0.7867
S3 0.7773 0.7795 0.7861
S4 0.7712 0.7734 0.7844
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8533 0.8435 0.8024
R3 0.8318 0.8220 0.7965
R2 0.8103 0.8103 0.7945
R1 0.8005 0.8005 0.7926 0.8054
PP 0.7888 0.7888 0.7888 0.7913
S1 0.7790 0.7790 0.7886 0.7839
S2 0.7673 0.7673 0.7867
S3 0.7458 0.7575 0.7847
S4 0.7243 0.7360 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7987 0.7772 0.0215 2.7% 0.0088 1.1% 49% False False 120,451
10 0.7987 0.7757 0.0230 2.9% 0.0081 1.0% 53% False False 138,873
20 0.8135 0.7757 0.0378 4.8% 0.0085 1.1% 32% False False 144,731
40 0.8135 0.7652 0.0483 6.1% 0.0068 0.9% 47% False False 118,295
60 0.8135 0.7498 0.0637 8.1% 0.0062 0.8% 60% False False 87,469
80 0.8135 0.7498 0.0637 8.1% 0.0059 0.7% 60% False False 65,664
100 0.8135 0.7498 0.0637 8.1% 0.0055 0.7% 60% False False 52,541
120 0.8135 0.7498 0.0637 8.1% 0.0056 0.7% 60% False False 43,789
Crabel Price Patterns
NR True
NR4 True
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8094
1.618 0.8033
1.000 0.7995
0.618 0.7972
HIGH 0.7934
0.618 0.7911
0.500 0.7904
0.382 0.7896
LOW 0.7873
0.618 0.7835
1.000 0.7812
1.618 0.7774
2.618 0.7713
4.250 0.7614
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.7904 0.7930
PP 0.7895 0.7913
S1 0.7887 0.7895

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

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