CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 0.7740 0.7687 -0.0053 -0.7% 0.7716
High 0.7740 0.7708 -0.0032 -0.4% 0.7769
Low 0.7683 0.7662 -0.0021 -0.3% 0.7693
Close 0.7701 0.7675 -0.0026 -0.3% 0.7729
Range 0.0057 0.0046 -0.0011 -19.3% 0.0076
ATR 0.0043 0.0043 0.0000 0.5% 0.0000
Volume 33 7 -26 -78.8% 38
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7820 0.7793 0.7700
R3 0.7774 0.7747 0.7688
R2 0.7728 0.7728 0.7683
R1 0.7701 0.7701 0.7679 0.7692
PP 0.7682 0.7682 0.7682 0.7677
S1 0.7655 0.7655 0.7671 0.7646
S2 0.7636 0.7636 0.7667
S3 0.7590 0.7609 0.7662
S4 0.7544 0.7563 0.7650
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7958 0.7920 0.7771
R3 0.7882 0.7844 0.7750
R2 0.7806 0.7806 0.7743
R1 0.7768 0.7768 0.7736 0.7787
PP 0.7730 0.7730 0.7730 0.7740
S1 0.7692 0.7692 0.7722 0.7711
S2 0.7654 0.7654 0.7715
S3 0.7578 0.7616 0.7708
S4 0.7502 0.7540 0.7687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7760 0.7662 0.0098 1.3% 0.0023 0.3% 13% False True 8
10 0.7815 0.7662 0.0153 2.0% 0.0031 0.4% 8% False True 8
20 0.7902 0.7662 0.0240 3.1% 0.0022 0.3% 5% False True 5
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 False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7904
2.618 0.7828
1.618 0.7782
1.000 0.7754
0.618 0.7736
HIGH 0.7708
0.618 0.7690
0.500 0.7685
0.382 0.7680
LOW 0.7662
0.618 0.7634
1.000 0.7616
1.618 0.7588
2.618 0.7542
4.250 0.7467
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 0.7685 0.7711
PP 0.7682 0.7699
S1 0.7678 0.7687

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

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