CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 0.7609 0.7606 -0.0003 0.0% 0.7551
High 0.7633 0.7638 0.0005 0.1% 0.7633
Low 0.7600 0.7588 -0.0012 -0.2% 0.7527
Close 0.7608 0.7603 -0.0005 -0.1% 0.7608
Range 0.0033 0.0050 0.0017 51.5% 0.0106
ATR 0.0048 0.0049 0.0000 0.2% 0.0000
Volume 393 1,055 662 168.4% 1,911
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7760 0.7731 0.7631
R3 0.7710 0.7681 0.7617
R2 0.7660 0.7660 0.7612
R1 0.7631 0.7631 0.7608 0.7621
PP 0.7610 0.7610 0.7610 0.7604
S1 0.7581 0.7581 0.7598 0.7571
S2 0.7560 0.7560 0.7594
S3 0.7510 0.7531 0.7589
S4 0.7460 0.7481 0.7576
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7907 0.7864 0.7666
R3 0.7801 0.7758 0.7637
R2 0.7695 0.7695 0.7627
R1 0.7652 0.7652 0.7618 0.7674
PP 0.7589 0.7589 0.7589 0.7600
S1 0.7546 0.7546 0.7598 0.7568
S2 0.7483 0.7483 0.7589
S3 0.7377 0.7440 0.7579
S4 0.7271 0.7334 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7638 0.7527 0.0111 1.5% 0.0046 0.6% 68% True False 593
10 0.7657 0.7527 0.0130 1.7% 0.0045 0.6% 58% False False 452
20 0.7722 0.7527 0.0195 2.6% 0.0046 0.6% 39% False False 318
40 0.7884 0.7527 0.0357 4.7% 0.0046 0.6% 21% False False 195
60 0.8100 0.7527 0.0573 7.5% 0.0050 0.7% 13% False False 142
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7851
2.618 0.7769
1.618 0.7719
1.000 0.7688
0.618 0.7669
HIGH 0.7638
0.618 0.7619
0.500 0.7613
0.382 0.7607
LOW 0.7588
0.618 0.7557
1.000 0.7538
1.618 0.7507
2.618 0.7457
4.250 0.7376
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 0.7613 0.7600
PP 0.7610 0.7597
S1 0.7606 0.7594

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

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