CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 0.7770 0.7784 0.0014 0.2% 0.7828
High 0.7777 0.7793 0.0016 0.2% 0.7856
Low 0.7765 0.7762 -0.0003 0.0% 0.7724
Close 0.7770 0.7777 0.0007 0.1% 0.7761
Range 0.0012 0.0031 0.0019 158.3% 0.0132
ATR 0.0055 0.0053 -0.0002 -3.1% 0.0000
Volume 42 5 -37 -88.1% 275
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7870 0.7855 0.7794
R3 0.7839 0.7824 0.7786
R2 0.7808 0.7808 0.7783
R1 0.7793 0.7793 0.7780 0.7785
PP 0.7777 0.7777 0.7777 0.7774
S1 0.7762 0.7762 0.7774 0.7754
S2 0.7746 0.7746 0.7771
S3 0.7715 0.7731 0.7768
S4 0.7684 0.7700 0.7760
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 0.7848 0.7724 0.0124 1.6% 0.0041 0.5% 43% False False 54
10 0.7856 0.7724 0.0132 1.7% 0.0040 0.5% 40% False False 43
20 0.8077 0.7724 0.0353 4.5% 0.0053 0.7% 15% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7874
1.618 0.7843
1.000 0.7824
0.618 0.7812
HIGH 0.7793
0.618 0.7781
0.500 0.7778
0.382 0.7774
LOW 0.7762
0.618 0.7743
1.000 0.7731
1.618 0.7712
2.618 0.7681
4.250 0.7630
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 0.7778 0.7773
PP 0.7777 0.7769
S1 0.7777 0.7765

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

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