CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 0.7562 0.7556 -0.0006 -0.1% 0.7606
High 0.7590 0.7634 0.0044 0.6% 0.7638
Low 0.7554 0.7553 -0.0001 0.0% 0.7548
Close 0.7562 0.7607 0.0045 0.6% 0.7607
Range 0.0036 0.0081 0.0045 125.0% 0.0090
ATR 0.0047 0.0049 0.0002 5.2% 0.0000
Volume 933 831 -102 -10.9% 3,927
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7841 0.7805 0.7652
R3 0.7760 0.7724 0.7629
R2 0.7679 0.7679 0.7622
R1 0.7643 0.7643 0.7614 0.7661
PP 0.7598 0.7598 0.7598 0.7607
S1 0.7562 0.7562 0.7600 0.7580
S2 0.7517 0.7517 0.7592
S3 0.7436 0.7481 0.7585
S4 0.7355 0.7400 0.7562
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7868 0.7827 0.7657
R3 0.7778 0.7737 0.7632
R2 0.7688 0.7688 0.7624
R1 0.7647 0.7647 0.7615 0.7668
PP 0.7598 0.7598 0.7598 0.7608
S1 0.7557 0.7557 0.7599 0.7578
S2 0.7508 0.7508 0.7591
S3 0.7418 0.7467 0.7582
S4 0.7328 0.7377 0.7558
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% 0.0050 0.7% 66% False False 785
10 0.7638 0.7527 0.0111 1.5% 0.0050 0.7% 72% False False 606
20 0.7706 0.7527 0.0179 2.4% 0.0047 0.6% 45% False False 437
40 0.7884 0.7527 0.0357 4.7% 0.0046 0.6% 22% False False 262
60 0.8100 0.7527 0.0573 7.5% 0.0049 0.6% 14% False False 189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7978
2.618 0.7846
1.618 0.7765
1.000 0.7715
0.618 0.7684
HIGH 0.7634
0.618 0.7603
0.500 0.7594
0.382 0.7584
LOW 0.7553
0.618 0.7503
1.000 0.7472
1.618 0.7422
2.618 0.7341
4.250 0.7209
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 0.7603 0.7602
PP 0.7598 0.7596
S1 0.7594 0.7591

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

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