CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 0.7765 0.7763 -0.0002 0.0% 0.7843
High 0.7771 0.7842 0.0071 0.9% 0.7893
Low 0.7726 0.7757 0.0031 0.4% 0.7713
Close 0.7761 0.7818 0.0057 0.7% 0.7754
Range 0.0045 0.0085 0.0040 88.9% 0.0180
ATR 0.0070 0.0071 0.0001 1.6% 0.0000
Volume 88,105 126,280 38,175 43.3% 574,142
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8061 0.8024 0.7865
R3 0.7976 0.7939 0.7841
R2 0.7891 0.7891 0.7834
R1 0.7854 0.7854 0.7826 0.7873
PP 0.7806 0.7806 0.7806 0.7815
S1 0.7769 0.7769 0.7810 0.7788
S2 0.7721 0.7721 0.7802
S3 0.7636 0.7684 0.7795
S4 0.7551 0.7599 0.7771
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8327 0.8220 0.7853
R3 0.8147 0.8040 0.7804
R2 0.7967 0.7967 0.7787
R1 0.7860 0.7860 0.7771 0.7824
PP 0.7787 0.7787 0.7787 0.7768
S1 0.7680 0.7680 0.7738 0.7644
S2 0.7607 0.7607 0.7721
S3 0.7427 0.7500 0.7705
S4 0.7247 0.7320 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7842 0.7713 0.0129 1.7% 0.0056 0.7% 81% True False 118,373
10 0.7903 0.7713 0.0190 2.4% 0.0065 0.8% 55% False False 108,959
20 0.7987 0.7713 0.0274 3.5% 0.0073 0.9% 38% False False 123,916
40 0.8135 0.7713 0.0422 5.4% 0.0074 0.9% 25% False False 129,314
60 0.8135 0.7498 0.0637 8.1% 0.0064 0.8% 50% False False 105,384
80 0.8135 0.7498 0.0637 8.1% 0.0060 0.8% 50% False False 79,261
100 0.8135 0.7498 0.0637 8.1% 0.0058 0.7% 50% False False 63,432
120 0.8135 0.7498 0.0637 8.1% 0.0057 0.7% 50% False False 52,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8065
1.618 0.7980
1.000 0.7927
0.618 0.7895
HIGH 0.7842
0.618 0.7810
0.500 0.7800
0.382 0.7789
LOW 0.7757
0.618 0.7704
1.000 0.7672
1.618 0.7619
2.618 0.7534
4.250 0.7396
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 0.7812 0.7807
PP 0.7806 0.7795
S1 0.7800 0.7784

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

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