CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 0.7787 0.7851 0.0064 0.8% 0.7765
High 0.7855 0.7880 0.0025 0.3% 0.7855
Low 0.7776 0.7849 0.0073 0.9% 0.7726
Close 0.7848 0.7877 0.0029 0.4% 0.7848
Range 0.0079 0.0031 -0.0048 -60.8% 0.0129
ATR 0.0070 0.0068 -0.0003 -3.9% 0.0000
Volume 113,812 73,400 -40,412 -35.5% 537,552
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7962 0.7950 0.7894
R3 0.7931 0.7919 0.7886
R2 0.7900 0.7900 0.7883
R1 0.7888 0.7888 0.7880 0.7894
PP 0.7869 0.7869 0.7869 0.7872
S1 0.7857 0.7857 0.7874 0.7863
S2 0.7838 0.7838 0.7871
S3 0.7807 0.7826 0.7868
S4 0.7776 0.7795 0.7860
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8197 0.8151 0.7919
R3 0.8068 0.8022 0.7883
R2 0.7939 0.7939 0.7872
R1 0.7893 0.7893 0.7860 0.7916
PP 0.7810 0.7810 0.7810 0.7821
S1 0.7764 0.7764 0.7836 0.7787
S2 0.7681 0.7681 0.7824
S3 0.7552 0.7635 0.7813
S4 0.7423 0.7506 0.7777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7757 0.0123 1.6% 0.0064 0.8% 98% True False 104,569
10 0.7880 0.7713 0.0167 2.1% 0.0060 0.8% 98% True False 109,921
20 0.7987 0.7713 0.0274 3.5% 0.0069 0.9% 60% False False 109,464
40 0.8135 0.7713 0.0422 5.4% 0.0074 0.9% 39% False False 127,863
60 0.8135 0.7549 0.0586 7.4% 0.0065 0.8% 56% False False 111,176
80 0.8135 0.7498 0.0637 8.1% 0.0061 0.8% 59% False False 84,207
100 0.8135 0.7498 0.0637 8.1% 0.0058 0.7% 59% False False 67,396
120 0.8135 0.7498 0.0637 8.1% 0.0057 0.7% 59% False False 56,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7961
1.618 0.7930
1.000 0.7911
0.618 0.7899
HIGH 0.7880
0.618 0.7868
0.500 0.7865
0.382 0.7861
LOW 0.7849
0.618 0.7830
1.000 0.7818
1.618 0.7799
2.618 0.7768
4.250 0.7717
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 0.7873 0.7860
PP 0.7869 0.7843
S1 0.7865 0.7826

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

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