CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 0.7660 0.7669 0.0009 0.1% 0.7801
High 0.7684 0.7722 0.0038 0.5% 0.7823
Low 0.7646 0.7669 0.0023 0.3% 0.7623
Close 0.7659 0.7709 0.0050 0.7% 0.7657
Range 0.0038 0.0053 0.0015 39.5% 0.0200
ATR 0.0050 0.0051 0.0001 1.8% 0.0000
Volume 29 351 322 1,110.3% 658
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7859 0.7837 0.7738
R3 0.7806 0.7784 0.7724
R2 0.7753 0.7753 0.7719
R1 0.7731 0.7731 0.7714 0.7742
PP 0.7700 0.7700 0.7700 0.7706
S1 0.7678 0.7678 0.7704 0.7689
S2 0.7647 0.7647 0.7699
S3 0.7594 0.7625 0.7694
S4 0.7541 0.7572 0.7680
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 0.7722 0.7623 0.0099 1.3% 0.0044 0.6% 87% True False 100
10 0.7865 0.7623 0.0242 3.1% 0.0053 0.7% 36% False False 116
20 0.7884 0.7623 0.0261 3.4% 0.0045 0.6% 33% False False 87
40 0.8100 0.7623 0.0477 6.2% 0.0050 0.7% 18% False False 66
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7947
2.618 0.7861
1.618 0.7808
1.000 0.7775
0.618 0.7755
HIGH 0.7722
0.618 0.7702
0.500 0.7696
0.382 0.7689
LOW 0.7669
0.618 0.7636
1.000 0.7616
1.618 0.7583
2.618 0.7530
4.250 0.7444
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 0.7705 0.7699
PP 0.7700 0.7688
S1 0.7696 0.7678

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.