CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 0.7770 0.7766 -0.0004 -0.1% 0.7828
High 0.7781 0.7767 -0.0014 -0.2% 0.7856
Low 0.7724 0.7736 0.0012 0.2% 0.7724
Close 0.7761 0.7745 -0.0016 -0.2% 0.7761
Range 0.0057 0.0031 -0.0026 -45.6% 0.0132
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 96 79 -17 -17.7% 275
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7842 0.7825 0.7762
R3 0.7811 0.7794 0.7754
R2 0.7780 0.7780 0.7751
R1 0.7763 0.7763 0.7748 0.7756
PP 0.7749 0.7749 0.7749 0.7746
S1 0.7732 0.7732 0.7742 0.7725
S2 0.7718 0.7718 0.7739
S3 0.7687 0.7701 0.7736
S4 0.7656 0.7670 0.7728
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8176 0.8101 0.7834
R3 0.8044 0.7969 0.7797
R2 0.7912 0.7912 0.7785
R1 0.7837 0.7837 0.7773 0.7809
PP 0.7780 0.7780 0.7780 0.7766
S1 0.7705 0.7705 0.7749 0.7677
S2 0.7648 0.7648 0.7737
S3 0.7516 0.7573 0.7725
S4 0.7384 0.7441 0.7688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7856 0.7724 0.0132 1.7% 0.0047 0.6% 16% False False 67
10 0.7929 0.7724 0.0205 2.6% 0.0049 0.6% 10% False False 54
20 0.8077 0.7724 0.0353 4.6% 0.0056 0.7% 6% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7899
2.618 0.7848
1.618 0.7817
1.000 0.7798
0.618 0.7786
HIGH 0.7767
0.618 0.7755
0.500 0.7752
0.382 0.7748
LOW 0.7736
0.618 0.7717
1.000 0.7705
1.618 0.7686
2.618 0.7655
4.250 0.7604
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 0.7752 0.7786
PP 0.7749 0.7772
S1 0.7747 0.7759

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

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