CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 0.7810 0.7716 -0.0094 -1.2% 0.7893
High 0.7810 0.7738 -0.0072 -0.9% 0.7902
Low 0.7730 0.7705 -0.0025 -0.3% 0.7730
Close 0.7730 0.7738 0.0008 0.1% 0.7730
Range 0.0080 0.0033 -0.0047 -58.8% 0.0172
ATR 0.0043 0.0042 -0.0001 -1.6% 0.0000
Volume 5 23 18 360.0% 19
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7826 0.7815 0.7756
R3 0.7793 0.7782 0.7747
R2 0.7760 0.7760 0.7744
R1 0.7749 0.7749 0.7741 0.7754
PP 0.7727 0.7727 0.7727 0.7730
S1 0.7716 0.7716 0.7735 0.7722
S2 0.7694 0.7694 0.7732
S3 0.7661 0.7683 0.7729
S4 0.7628 0.7650 0.7720
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8303 0.8189 0.7825
R3 0.8131 0.8017 0.7777
R2 0.7959 0.7959 0.7762
R1 0.7845 0.7845 0.7746 0.7816
PP 0.7787 0.7787 0.7787 0.7773
S1 0.7673 0.7673 0.7714 0.7644
S2 0.7615 0.7615 0.7698
S3 0.7443 0.7501 0.7683
S4 0.7271 0.7329 0.7635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7902 0.7705 0.0197 2.5% 0.0029 0.4% 17% False True 8
10 0.7902 0.7705 0.0197 2.5% 0.0020 0.3% 17% False True 5
20 0.7938 0.7705 0.0233 3.0% 0.0022 0.3% 14% False True 4
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7824
1.618 0.7791
1.000 0.7771
0.618 0.7758
HIGH 0.7738
0.618 0.7725
0.500 0.7722
0.382 0.7718
LOW 0.7705
0.618 0.7685
1.000 0.7672
1.618 0.7652
2.618 0.7619
4.250 0.7565
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.7733 0.7760
PP 0.7727 0.7753
S1 0.7722 0.7745

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

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