CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 0.7598 0.7595 -0.0003 0.0% 0.7551
High 0.7615 0.7602 -0.0013 -0.2% 0.7633
Low 0.7584 0.7548 -0.0036 -0.5% 0.7527
Close 0.7592 0.7572 -0.0020 -0.3% 0.7608
Range 0.0031 0.0054 0.0023 74.2% 0.0106
ATR 0.0047 0.0048 0.0000 1.0% 0.0000
Volume 588 520 -68 -11.6% 1,911
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7736 0.7708 0.7602
R3 0.7682 0.7654 0.7587
R2 0.7628 0.7628 0.7582
R1 0.7600 0.7600 0.7577 0.7587
PP 0.7574 0.7574 0.7574 0.7568
S1 0.7546 0.7546 0.7567 0.7533
S2 0.7520 0.7520 0.7562
S3 0.7466 0.7492 0.7557
S4 0.7412 0.7438 0.7542
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 0.7548 0.0090 1.2% 0.0047 0.6% 27% False True 613
10 0.7638 0.7527 0.0111 1.5% 0.0045 0.6% 41% False False 494
20 0.7722 0.7527 0.0195 2.6% 0.0046 0.6% 23% False False 368
40 0.7884 0.7527 0.0357 4.7% 0.0046 0.6% 13% False False 222
60 0.8100 0.7527 0.0573 7.6% 0.0049 0.6% 8% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7743
1.618 0.7689
1.000 0.7656
0.618 0.7635
HIGH 0.7602
0.618 0.7581
0.500 0.7575
0.382 0.7569
LOW 0.7548
0.618 0.7515
1.000 0.7494
1.618 0.7461
2.618 0.7407
4.250 0.7319
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 0.7575 0.7593
PP 0.7574 0.7586
S1 0.7573 0.7579

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

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