CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 0.7687 0.7661 -0.0026 -0.3% 0.7716
High 0.7708 0.7687 -0.0021 -0.3% 0.7769
Low 0.7662 0.7661 -0.0001 0.0% 0.7693
Close 0.7675 0.7687 0.0012 0.2% 0.7729
Range 0.0046 0.0026 -0.0020 -43.5% 0.0076
ATR 0.0043 0.0042 -0.0001 -2.8% 0.0000
Volume 7 16 9 128.6% 38
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7756 0.7748 0.7701
R3 0.7730 0.7722 0.7694
R2 0.7704 0.7704 0.7692
R1 0.7696 0.7696 0.7689 0.7700
PP 0.7678 0.7678 0.7678 0.7681
S1 0.7670 0.7670 0.7685 0.7674
S2 0.7652 0.7652 0.7682
S3 0.7626 0.7644 0.7680
S4 0.7600 0.7618 0.7673
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 0.7661 0.0099 1.3% 0.0028 0.4% 26% False True 11
10 0.7810 0.7661 0.0149 1.9% 0.0034 0.4% 17% False True 10
20 0.7902 0.7661 0.0241 3.1% 0.0021 0.3% 11% False True 6
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7755
1.618 0.7729
1.000 0.7713
0.618 0.7703
HIGH 0.7687
0.618 0.7677
0.500 0.7674
0.382 0.7671
LOW 0.7661
0.618 0.7645
1.000 0.7635
1.618 0.7619
2.618 0.7593
4.250 0.7550
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 0.7683 0.7701
PP 0.7678 0.7696
S1 0.7674 0.7692

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

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