CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 0.7834 0.7858 0.0024 0.3% 0.7766
High 0.7843 0.7871 0.0028 0.4% 0.7884
Low 0.7809 0.7834 0.0025 0.3% 0.7736
Close 0.7836 0.7851 0.0015 0.2% 0.7870
Range 0.0034 0.0037 0.0003 8.8% 0.0148
ATR 0.0050 0.0049 -0.0001 -1.9% 0.0000
Volume 61 33 -28 -45.9% 261
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7963 0.7944 0.7871
R3 0.7926 0.7907 0.7861
R2 0.7889 0.7889 0.7858
R1 0.7870 0.7870 0.7854 0.7861
PP 0.7852 0.7852 0.7852 0.7848
S1 0.7833 0.7833 0.7848 0.7824
S2 0.7815 0.7815 0.7844
S3 0.7778 0.7796 0.7841
S4 0.7741 0.7759 0.7831
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8274 0.8220 0.7951
R3 0.8126 0.8072 0.7911
R2 0.7978 0.7978 0.7897
R1 0.7924 0.7924 0.7884 0.7951
PP 0.7830 0.7830 0.7830 0.7844
S1 0.7776 0.7776 0.7856 0.7803
S2 0.7682 0.7682 0.7843
S3 0.7534 0.7628 0.7829
S4 0.7386 0.7480 0.7789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7884 0.7809 0.0075 1.0% 0.0043 0.5% 56% False False 67
10 0.7884 0.7724 0.0160 2.0% 0.0037 0.5% 79% False False 59
20 0.7968 0.7724 0.0244 3.1% 0.0044 0.6% 52% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7968
1.618 0.7931
1.000 0.7908
0.618 0.7894
HIGH 0.7871
0.618 0.7857
0.500 0.7853
0.382 0.7848
LOW 0.7834
0.618 0.7811
1.000 0.7797
1.618 0.7774
2.618 0.7737
4.250 0.7677
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 0.7853 0.7847
PP 0.7852 0.7844
S1 0.7852 0.7840

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

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