CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	0.7909	0.7880	-0.0029	-0.4%	0.7816
High	0.7934	0.7903	-0.0031	-0.4%	0.7987
Low	0.7873	0.7802	-0.0071	-0.9%	0.7772
Close	0.7878	0.7820	-0.0058	-0.7%	0.7906
Range	0.0061	0.0101	0.0040	65.6%	0.0215
ATR	0.0078	0.0080	0.0002	2.1%	0.0000
Volume	129,075	128,483	-592	-0.5%	574,047

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8145	0.8083	0.7876
R3	0.8044	0.7982	0.7848
R2	0.7943	0.7943	0.7839
R1	0.7881	0.7881	0.7829	0.7862
PP	0.7842	0.7842	0.7842	0.7832
S1	0.7780	0.7780	0.7811	0.7761
S2	0.7741	0.7741	0.7801
S3	0.7640	0.7679	0.7792
S4	0.7539	0.7578	0.7764

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%	0.0099	1.3%	22%	False	False	127,838
10	0.7987	0.7757	0.0230	2.9%	0.0083	1.1%	27%	False	False	129,960
20	0.8135	0.7757	0.0378	4.8%	0.0086	1.1%	17%	False	False	144,913
40	0.8135	0.7699	0.0436	5.6%	0.0069	0.9%	28%	False	False	119,887
60	0.8135	0.7498	0.0637	8.1%	0.0063	0.8%	51%	False	False	89,602
80	0.8135	0.7498	0.0637	8.1%	0.0059	0.8%	51%	False	False	67,269
100	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	51%	False	False	53,825
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	51%	False	False	44,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8332
2.618	0.8167
1.618	0.8066
1.000	0.8004
0.618	0.7965
HIGH	0.7903
0.618	0.7864
0.500	0.7853
0.382	0.7841
LOW	0.7802
0.618	0.7740
1.000	0.7701
1.618	0.7639
2.618	0.7538
4.250	0.7373

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	0.7853	0.7895
PP	0.7842	0.7870
S1	0.7831	0.7845

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