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

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

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