CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 0.7955 0.8004 0.0049 0.6% 0.8030
High 0.7994 0.8016 0.0022 0.3% 0.8030
Low 0.7941 0.7982 0.0041 0.5% 0.7941
Close 0.7968 0.7982 0.0014 0.2% 0.7982
Range 0.0053 0.0034 -0.0019 -35.9% 0.0089
ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000
Volume 5 7 2 40.0% 50
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8095 0.8073 0.8001
R3 0.8061 0.8039 0.7991
R2 0.8027 0.8027 0.7988
R1 0.8005 0.8005 0.7985 0.7999
PP 0.7993 0.7993 0.7993 0.7991
S1 0.7971 0.7971 0.7979 0.7965
S2 0.7959 0.7959 0.7976
S3 0.7925 0.7937 0.7973
S4 0.7891 0.7903 0.7963
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8251 0.8206 0.8031
R3 0.8162 0.8117 0.8006
R2 0.8073 0.8073 0.7998
R1 0.8028 0.8028 0.7990 0.8006
PP 0.7984 0.7984 0.7984 0.7974
S1 0.7939 0.7939 0.7974 0.7917
S2 0.7895 0.7895 0.7966
S3 0.7806 0.7850 0.7958
S4 0.7717 0.7761 0.7933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8030 0.7941 0.0089 1.1% 0.0044 0.5% 46% False False 10
10 0.8100 0.7911 0.0189 2.4% 0.0050 0.6% 38% False False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.8105
1.618 0.8071
1.000 0.8050
0.618 0.8037
HIGH 0.8016
0.618 0.8003
0.500 0.7999
0.382 0.7995
LOW 0.7982
0.618 0.7961
1.000 0.7948
1.618 0.7927
2.618 0.7893
4.250 0.7838
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 0.7999 0.7981
PP 0.7993 0.7981
S1 0.7988 0.7980

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

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