CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 0.7919 0.7865 -0.0054 -0.7% 0.8000
High 0.7929 0.7870 -0.0059 -0.7% 0.8077
Low 0.7847 0.7821 -0.0026 -0.3% 0.7894
Close 0.7877 0.7845 -0.0032 -0.4% 0.7949
Range 0.0082 0.0049 -0.0033 -40.2% 0.0183
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 114 37 -77 -67.5% 238
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.7992 0.7968 0.7872
R3 0.7943 0.7919 0.7858
R2 0.7894 0.7894 0.7854
R1 0.7870 0.7870 0.7849 0.7858
PP 0.7845 0.7845 0.7845 0.7839
S1 0.7821 0.7821 0.7841 0.7809
S2 0.7796 0.7796 0.7836
S3 0.7747 0.7772 0.7832
S4 0.7698 0.7723 0.7818
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8522 0.8419 0.8050
R3 0.8339 0.8236 0.7999
R2 0.8156 0.8156 0.7983
R1 0.8053 0.8053 0.7966 0.8013
PP 0.7973 0.7973 0.7973 0.7954
S1 0.7870 0.7870 0.7932 0.7830
S2 0.7790 0.7790 0.7915
S3 0.7607 0.7687 0.7899
S4 0.7424 0.7504 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8014 0.7821 0.0193 2.5% 0.0071 0.9% 12% False True 74
10 0.8077 0.7821 0.0256 3.3% 0.0066 0.8% 9% False True 47
20 0.8100 0.7821 0.0279 3.6% 0.0061 0.8% 9% False True 33
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8078
2.618 0.7998
1.618 0.7949
1.000 0.7919
0.618 0.7900
HIGH 0.7870
0.618 0.7851
0.500 0.7846
0.382 0.7840
LOW 0.7821
0.618 0.7791
1.000 0.7772
1.618 0.7742
2.618 0.7693
4.250 0.7613
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 0.7846 0.7888
PP 0.7845 0.7873
S1 0.7845 0.7859

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

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