CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 0.7792 0.7735 -0.0057 -0.7% 0.7938
High 0.7796 0.7772 -0.0024 -0.3% 0.7938
Low 0.7771 0.7726 -0.0045 -0.6% 0.7799
Close 0.7793 0.7772 -0.0021 -0.3% 0.7848
Range 0.0025 0.0046 0.0021 84.0% 0.0139
ATR 0.0042 0.0044 0.0002 4.2% 0.0000
Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7879 0.7797
R3 0.7849 0.7833 0.7785
R2 0.7803 0.7803 0.7780
R1 0.7787 0.7787 0.7776 0.7795
PP 0.7757 0.7757 0.7757 0.7761
S1 0.7741 0.7741 0.7768 0.7749
S2 0.7711 0.7711 0.7764
S3 0.7665 0.7695 0.7759
S4 0.7619 0.7649 0.7747
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8279 0.8202 0.7924
R3 0.8140 0.8063 0.7886
R2 0.8001 0.8001 0.7873
R1 0.7924 0.7924 0.7861 0.7893
PP 0.7862 0.7862 0.7862 0.7846
S1 0.7785 0.7785 0.7835 0.7754
S2 0.7723 0.7723 0.7823
S3 0.7584 0.7646 0.7810
S4 0.7445 0.7507 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7870 0.7726 0.0144 1.9% 0.0024 0.3% 32% False True 2
10 0.7961 0.7726 0.0235 3.0% 0.0030 0.4% 20% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7968
2.618 0.7892
1.618 0.7846
1.000 0.7818
0.618 0.7800
HIGH 0.7772
0.618 0.7754
0.500 0.7749
0.382 0.7744
LOW 0.7726
0.618 0.7698
1.000 0.7680
1.618 0.7652
2.618 0.7606
4.250 0.7531
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 0.7764 0.7771
PP 0.7757 0.7770
S1 0.7749 0.7769

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

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