CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 0.7639 0.7676 0.0037 0.5% 0.7664
High 0.7681 0.7685 0.0004 0.1% 0.7722
Low 0.7636 0.7622 -0.0014 -0.2% 0.7634
Close 0.7681 0.7635 -0.0046 -0.6% 0.7642
Range 0.0045 0.0063 0.0018 40.0% 0.0088
ATR 0.0052 0.0053 0.0001 1.4% 0.0000
Volume 243 282 39 16.0% 718
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7836 0.7799 0.7670
R3 0.7773 0.7736 0.7652
R2 0.7710 0.7710 0.7647
R1 0.7673 0.7673 0.7641 0.7660
PP 0.7647 0.7647 0.7647 0.7641
S1 0.7610 0.7610 0.7629 0.7597
S2 0.7584 0.7584 0.7623
S3 0.7521 0.7547 0.7618
S4 0.7458 0.7484 0.7600
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7930 0.7874 0.7690
R3 0.7842 0.7786 0.7666
R2 0.7754 0.7754 0.7658
R1 0.7698 0.7698 0.7650 0.7682
PP 0.7666 0.7666 0.7666 0.7658
S1 0.7610 0.7610 0.7634 0.7594
S2 0.7578 0.7578 0.7626
S3 0.7490 0.7522 0.7618
S4 0.7402 0.7434 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7722 0.7622 0.0100 1.3% 0.0054 0.7% 13% False True 229
10 0.7773 0.7622 0.0151 2.0% 0.0056 0.7% 9% False True 185
20 0.7884 0.7622 0.0262 3.4% 0.0049 0.6% 5% False True 115
40 0.8077 0.7622 0.0455 6.0% 0.0052 0.7% 3% False True 80
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7953
2.618 0.7850
1.618 0.7787
1.000 0.7748
0.618 0.7724
HIGH 0.7685
0.618 0.7661
0.500 0.7654
0.382 0.7646
LOW 0.7622
0.618 0.7583
1.000 0.7559
1.618 0.7520
2.618 0.7457
4.250 0.7354
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 0.7654 0.7664
PP 0.7647 0.7654
S1 0.7641 0.7645

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

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