CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 0.7597 0.7583 -0.0014 -0.2% 0.7639
High 0.7610 0.7598 -0.0012 -0.2% 0.7685
Low 0.7568 0.7570 0.0002 0.0% 0.7622
Close 0.7577 0.7581 0.0004 0.1% 0.7652
Range 0.0042 0.0028 -0.0014 -33.3% 0.0063
ATR 0.0050 0.0048 -0.0002 -3.1% 0.0000
Volume 486 160 -326 -67.1% 1,117
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7667 0.7652 0.7596
R3 0.7639 0.7624 0.7589
R2 0.7611 0.7611 0.7586
R1 0.7596 0.7596 0.7584 0.7590
PP 0.7583 0.7583 0.7583 0.7580
S1 0.7568 0.7568 0.7578 0.7562
S2 0.7555 0.7555 0.7576
S3 0.7527 0.7540 0.7573
S4 0.7499 0.7512 0.7566
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7842 0.7810 0.7687
R3 0.7779 0.7747 0.7669
R2 0.7716 0.7716 0.7664
R1 0.7684 0.7684 0.7658 0.7700
PP 0.7653 0.7653 0.7653 0.7661
S1 0.7621 0.7621 0.7646 0.7637
S2 0.7590 0.7590 0.7640
S3 0.7527 0.7558 0.7635
S4 0.7464 0.7495 0.7617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7684 0.7568 0.0116 1.5% 0.0038 0.5% 11% False False 274
10 0.7706 0.7568 0.0138 1.8% 0.0044 0.6% 9% False False 269
20 0.7865 0.7568 0.0297 3.9% 0.0048 0.6% 4% False False 192
40 0.7968 0.7568 0.0400 5.3% 0.0046 0.6% 3% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7671
1.618 0.7643
1.000 0.7626
0.618 0.7615
HIGH 0.7598
0.618 0.7587
0.500 0.7584
0.382 0.7581
LOW 0.7570
0.618 0.7553
1.000 0.7542
1.618 0.7525
2.618 0.7497
4.250 0.7451
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 0.7584 0.7606
PP 0.7583 0.7597
S1 0.7582 0.7589

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

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