CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 0.7686 0.7660 -0.0026 -0.3% 0.7801
High 0.7689 0.7684 -0.0005 -0.1% 0.7823
Low 0.7634 0.7646 0.0012 0.2% 0.7623
Close 0.7647 0.7659 0.0012 0.2% 0.7657
Range 0.0055 0.0038 -0.0017 -30.9% 0.0200
ATR 0.0051 0.0050 -0.0001 -1.9% 0.0000
Volume 70 29 -41 -58.6% 658
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7777 0.7756 0.7680
R3 0.7739 0.7718 0.7669
R2 0.7701 0.7701 0.7666
R1 0.7680 0.7680 0.7662 0.7672
PP 0.7663 0.7663 0.7663 0.7659
S1 0.7642 0.7642 0.7656 0.7634
S2 0.7625 0.7625 0.7652
S3 0.7587 0.7604 0.7649
S4 0.7549 0.7566 0.7638
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8301 0.8179 0.7767
R3 0.8101 0.7979 0.7712
R2 0.7901 0.7901 0.7694
R1 0.7779 0.7779 0.7675 0.7740
PP 0.7701 0.7701 0.7701 0.7682
S1 0.7579 0.7579 0.7639 0.7540
S2 0.7501 0.7501 0.7620
S3 0.7301 0.7379 0.7602
S4 0.7101 0.7179 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7711 0.7623 0.0088 1.1% 0.0046 0.6% 41% False False 119
10 0.7871 0.7623 0.0248 3.2% 0.0051 0.7% 15% False False 84
20 0.7884 0.7623 0.0261 3.4% 0.0046 0.6% 14% False False 72
40 0.8100 0.7623 0.0477 6.2% 0.0051 0.7% 8% False False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7846
2.618 0.7783
1.618 0.7745
1.000 0.7722
0.618 0.7707
HIGH 0.7684
0.618 0.7669
0.500 0.7665
0.382 0.7661
LOW 0.7646
0.618 0.7623
1.000 0.7608
1.618 0.7585
2.618 0.7547
4.250 0.7484
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 0.7665 0.7662
PP 0.7663 0.7661
S1 0.7661 0.7660

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

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