CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 0.7885 0.7879 -0.0006 -0.1% 0.7755
High 0.7885 0.7891 0.0006 0.1% 0.7860
Low 0.7877 0.7869 -0.0008 -0.1% 0.7755
Close 0.7885 0.7877 -0.0008 -0.1% 0.7856
Range 0.0008 0.0022 0.0014 175.0% 0.0105
ATR
Volume 8 38 30 375.0% 27
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7945 0.7933 0.7889
R3 0.7923 0.7911 0.7883
R2 0.7901 0.7901 0.7881
R1 0.7889 0.7889 0.7879 0.7884
PP 0.7879 0.7879 0.7879 0.7877
S1 0.7867 0.7867 0.7875 0.7862
S2 0.7857 0.7857 0.7873
S3 0.7835 0.7845 0.7871
S4 0.7813 0.7823 0.7865
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8139 0.8102 0.7914
R3 0.8034 0.7997 0.7885
R2 0.7929 0.7929 0.7875
R1 0.7892 0.7892 0.7866 0.7910
PP 0.7824 0.7824 0.7824 0.7833
S1 0.7787 0.7787 0.7846 0.7806
S2 0.7719 0.7719 0.7837
S3 0.7614 0.7682 0.7827
S4 0.7509 0.7577 0.7798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7787 0.0104 1.3% 0.0030 0.4% 87% True False 14
10 0.7891 0.7730 0.0161 2.0% 0.0027 0.3% 91% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7985
2.618 0.7949
1.618 0.7927
1.000 0.7913
0.618 0.7905
HIGH 0.7891
0.618 0.7883
0.500 0.7880
0.382 0.7877
LOW 0.7869
0.618 0.7855
1.000 0.7847
1.618 0.7833
2.618 0.7811
4.250 0.7776
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.7880 0.7868
PP 0.7879 0.7859
S1 0.7878 0.7850

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

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