CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 0.7820 0.7800 -0.0020 -0.3% 0.7850
High 0.7837 0.7805 -0.0032 -0.4% 0.7870
Low 0.7815 0.7800 -0.0015 -0.2% 0.7726
Close 0.7831 0.7803 -0.0028 -0.4% 0.7768
Range 0.0022 0.0005 -0.0017 -77.3% 0.0144
ATR 0.0039 0.0038 -0.0001 -1.5% 0.0000
Volume 7 3 -4 -57.1% 10
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7818 0.7815 0.7806
R3 0.7813 0.7810 0.7804
R2 0.7808 0.7808 0.7804
R1 0.7805 0.7805 0.7803 0.7807
PP 0.7803 0.7803 0.7803 0.7803
S1 0.7800 0.7800 0.7803 0.7802
S2 0.7798 0.7798 0.7802
S3 0.7793 0.7795 0.7802
S4 0.7788 0.7790 0.7800
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 0.7837 0.7768 0.0069 0.9% 0.0006 0.1% 51% False False 2
10 0.7870 0.7726 0.0144 1.8% 0.0015 0.2% 53% False False 2
20 0.7961 0.7726 0.0235 3.0% 0.0023 0.3% 33% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7818
1.618 0.7813
1.000 0.7810
0.618 0.7808
HIGH 0.7805
0.618 0.7803
0.500 0.7803
0.382 0.7802
LOW 0.7800
0.618 0.7797
1.000 0.7795
1.618 0.7792
2.618 0.7787
4.250 0.7779
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 0.7803 0.7819
PP 0.7803 0.7813
S1 0.7803 0.7808

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

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