CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 26-Feb-2018

Day Change Summary
	Previous	Current
	23-Feb-2018	26-Feb-2018	Change	Change %	Previous Week
Open	0.7839	0.7843	0.0004	0.1%	0.7909
High	0.7846	0.7893	0.0047	0.6%	0.7934
Low	0.7803	0.7826	0.0023	0.3%	0.7790
Close	0.7835	0.7849	0.0014	0.2%	0.7835
Range	0.0043	0.0067	0.0024	55.8%	0.0144
ATR	0.0076	0.0076	-0.0001	-0.9%	0.0000
Volume	75,676	85,882	10,206	13.5%	430,139

Daily Pivots for day following 26-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.8020	0.7886
R3	0.7990	0.7953	0.7867
R2	0.7923	0.7923	0.7861
R1	0.7886	0.7886	0.7855	0.7905
PP	0.7856	0.7856	0.7856	0.7865
S1	0.7819	0.7819	0.7843	0.7838
S2	0.7789	0.7789	0.7837
S3	0.7722	0.7752	0.7831
S4	0.7655	0.7685	0.7812

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	0.7934	0.7790	0.0144	1.8%	0.0068	0.9%	41%	False	False	103,204
10	0.7987	0.7772	0.0215	2.7%	0.0078	1.0%	36%	False	False	109,006
20	0.8117	0.7757	0.0360	4.6%	0.0078	1.0%	26%	False	False	134,520
40	0.8135	0.7757	0.0378	4.8%	0.0071	0.9%	24%	False	False	123,026
60	0.8135	0.7498	0.0637	8.1%	0.0064	0.8%	55%	False	False	93,876
80	0.8135	0.7498	0.0637	8.1%	0.0059	0.8%	55%	False	False	70,493
100	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	55%	False	False	56,409
120	0.8135	0.7498	0.0637	8.1%	0.0057	0.7%	55%	False	False	47,014

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8178
2.618	0.8068
1.618	0.8001
1.000	0.7960
0.618	0.7934
HIGH	0.7893
0.618	0.7867
0.500	0.7860
0.382	0.7852
LOW	0.7826
0.618	0.7785
1.000	0.7759
1.618	0.7718
2.618	0.7651
4.250	0.7541

Fisher Pivots for day following 26-Feb-2018
Pivot	1 day	3 day
R1	0.7860	0.7847
PP	0.7856	0.7844
S1	0.7853	0.7842

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