CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 0.7799 0.7839 0.0040 0.5% 0.7909
High 0.7859 0.7846 -0.0013 -0.2% 0.7934
Low 0.7790 0.7803 0.0013 0.2% 0.7790
Close 0.7844 0.7835 -0.0009 -0.1% 0.7835
Range 0.0069 0.0043 -0.0026 -37.7% 0.0144
ATR 0.0079 0.0076 -0.0003 -3.3% 0.0000
Volume 96,905 75,676 -21,229 -21.9% 430,139
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7957 0.7939 0.7859
R3 0.7914 0.7896 0.7847
R2 0.7871 0.7871 0.7843
R1 0.7853 0.7853 0.7839 0.7841
PP 0.7828 0.7828 0.7828 0.7822
S1 0.7810 0.7810 0.7831 0.7798
S2 0.7785 0.7785 0.7827
S3 0.7742 0.7767 0.7823
S4 0.7699 0.7724 0.7811
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8285 0.8204 0.7914
R3 0.8141 0.8060 0.7875
R2 0.7997 0.7997 0.7861
R1 0.7916 0.7916 0.7848 0.7885
PP 0.7853 0.7853 0.7853 0.7837
S1 0.7772 0.7772 0.7822 0.7741
S2 0.7709 0.7709 0.7809
S3 0.7565 0.7628 0.7795
S4 0.7421 0.7484 0.7756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7987 0.7790 0.0197 2.5% 0.0074 0.9% 23% False False 107,703
10 0.7987 0.7757 0.0230 2.9% 0.0078 1.0% 34% False False 117,679
20 0.8135 0.7757 0.0378 4.8% 0.0082 1.0% 21% False False 137,300
40 0.8135 0.7724 0.0411 5.2% 0.0071 0.9% 27% False False 122,546
60 0.8135 0.7498 0.0637 8.1% 0.0063 0.8% 53% False False 92,454
80 0.8135 0.7498 0.0637 8.1% 0.0059 0.8% 53% False False 69,420
100 0.8135 0.7498 0.0637 8.1% 0.0056 0.7% 53% False False 55,551
120 0.8135 0.7498 0.0637 8.1% 0.0056 0.7% 53% False False 46,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7959
1.618 0.7916
1.000 0.7889
0.618 0.7873
HIGH 0.7846
0.618 0.7830
0.500 0.7825
0.382 0.7819
LOW 0.7803
0.618 0.7776
1.000 0.7760
1.618 0.7733
2.618 0.7690
4.250 0.7620
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 0.7832 0.7847
PP 0.7828 0.7843
S1 0.7825 0.7839

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

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