CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 0.7843 0.7851 0.0008 0.1% 0.7909
High 0.7893 0.7868 -0.0025 -0.3% 0.7934
Low 0.7826 0.7783 -0.0043 -0.5% 0.7790
Close 0.7849 0.7796 -0.0053 -0.7% 0.7835
Range 0.0067 0.0085 0.0018 26.9% 0.0144
ATR 0.0076 0.0076 0.0001 0.9% 0.0000
Volume 85,882 110,777 24,895 29.0% 430,139
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8071 0.8018 0.7843
R3 0.7986 0.7933 0.7819
R2 0.7901 0.7901 0.7812
R1 0.7848 0.7848 0.7804 0.7832
PP 0.7816 0.7816 0.7816 0.7808
S1 0.7763 0.7763 0.7788 0.7747
S2 0.7731 0.7731 0.7780
S3 0.7646 0.7678 0.7773
S4 0.7561 0.7593 0.7749
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 0.7903 0.7783 0.0120 1.5% 0.0073 0.9% 11% False True 99,544
10 0.7987 0.7772 0.0215 2.8% 0.0081 1.0% 11% False False 109,997
20 0.8116 0.7757 0.0359 4.6% 0.0081 1.0% 11% False False 134,741
40 0.8135 0.7757 0.0378 4.8% 0.0072 0.9% 10% False False 124,552
60 0.8135 0.7498 0.0637 8.2% 0.0064 0.8% 47% False False 95,713
80 0.8135 0.7498 0.0637 8.2% 0.0060 0.8% 47% False False 71,877
100 0.8135 0.7498 0.0637 8.2% 0.0057 0.7% 47% False False 57,517
120 0.8135 0.7498 0.0637 8.2% 0.0057 0.7% 47% False False 47,937
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 0.8229
2.618 0.8091
1.618 0.8006
1.000 0.7953
0.618 0.7921
HIGH 0.7868
0.618 0.7836
0.500 0.7826
0.382 0.7815
LOW 0.7783
0.618 0.7730
1.000 0.7698
1.618 0.7645
2.618 0.7560
4.250 0.7422
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.7826 0.7838
PP 0.7816 0.7824
S1 0.7806 0.7810

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

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