CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 0.7588 0.7551 -0.0037 -0.5% 0.7641
High 0.7598 0.7565 -0.0033 -0.4% 0.7657
Low 0.7530 0.7539 0.0009 0.1% 0.7530
Close 0.7560 0.7540 -0.0020 -0.3% 0.7560
Range 0.0068 0.0026 -0.0042 -61.8% 0.0127
ATR 0.0050 0.0048 -0.0002 -3.4% 0.0000
Volume 229 533 304 132.8% 1,562
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7626 0.7609 0.7554
R3 0.7600 0.7583 0.7547
R2 0.7574 0.7574 0.7545
R1 0.7557 0.7557 0.7542 0.7553
PP 0.7548 0.7548 0.7548 0.7546
S1 0.7531 0.7531 0.7538 0.7527
S2 0.7522 0.7522 0.7535
S3 0.7496 0.7505 0.7533
S4 0.7470 0.7479 0.7526
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7963 0.7889 0.7630
R3 0.7836 0.7762 0.7595
R2 0.7709 0.7709 0.7583
R1 0.7635 0.7635 0.7572 0.7609
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7508 0.7508 0.7548 0.7482
S2 0.7455 0.7455 0.7537
S3 0.7328 0.7381 0.7525
S4 0.7201 0.7254 0.7490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7530 0.0113 1.5% 0.0040 0.5% 9% False False 358
10 0.7685 0.7530 0.0155 2.1% 0.0042 0.6% 6% False False 296
20 0.7811 0.7530 0.0281 3.7% 0.0048 0.6% 4% False False 228
40 0.7929 0.7530 0.0399 5.3% 0.0046 0.6% 3% False False 139
60 0.8100 0.7530 0.0570 7.6% 0.0050 0.7% 2% False False 101
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 0.0011
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7633
1.618 0.7607
1.000 0.7591
0.618 0.7581
HIGH 0.7565
0.618 0.7555
0.500 0.7552
0.382 0.7549
LOW 0.7539
0.618 0.7523
1.000 0.7513
1.618 0.7497
2.618 0.7471
4.250 0.7429
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 0.7552 0.7564
PP 0.7548 0.7556
S1 0.7544 0.7548

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

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