CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	0.7768	0.7775	0.0007	0.1%	0.7850
High	0.7768	0.7775	0.0007	0.1%	0.7870
Low	0.7768	0.7775	0.0007	0.1%	0.7726
Close	0.7768	0.7775	0.0007	0.1%	0.7768
Range
ATR	0.0041	0.0039	-0.0002	-5.9%	0.0000
Volume

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7775	0.7775
R3	0.7775	0.7775	0.7775
R2	0.7775	0.7775	0.7775
R1	0.7775	0.7775	0.7775	0.7775
PP	0.7775	0.7775	0.7775	0.7775
S1	0.7775	0.7775	0.7775	0.7775
S2	0.7775	0.7775	0.7775
S3	0.7775	0.7775	0.7775
S4	0.7775	0.7775	0.7775

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8220	0.8138	0.7847
R3	0.8076	0.7994	0.7808
R2	0.7932	0.7932	0.7794
R1	0.7850	0.7850	0.7781	0.7819
PP	0.7788	0.7788	0.7788	0.7773
S1	0.7706	0.7706	0.7755	0.7675
S2	0.7644	0.7644	0.7742
S3	0.7500	0.7562	0.7728
S4	0.7356	0.7418	0.7689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7726	0.0085	1.1%	0.0015	0.2%	58%	False	False	1
10	0.7938	0.7726	0.0212	2.7%	0.0024	0.3%	23%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	0.7775
2.618	0.7775
1.618	0.7775
1.000	0.7775
0.618	0.7775
HIGH	0.7775
0.618	0.7775
0.500	0.7775
0.382	0.7775
LOW	0.7775
0.618	0.7775
1.000	0.7775
1.618	0.7775
2.618	0.7775
4.250	0.7775

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	0.7775	0.7767
PP	0.7775	0.7759
S1	0.7775	0.7751

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols