CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 0.7879 0.7897 0.0018 0.2% 0.7755
High 0.7891 0.7905 0.0014 0.2% 0.7860
Low 0.7869 0.7885 0.0016 0.2% 0.7755
Close 0.7877 0.7893 0.0016 0.2% 0.7856
Range 0.0022 0.0020 -0.0002 -9.1% 0.0105
ATR
Volume 38 2 -36 -94.7% 27
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7954 0.7944 0.7904
R3 0.7934 0.7924 0.7899
R2 0.7914 0.7914 0.7897
R1 0.7904 0.7904 0.7895 0.7899
PP 0.7894 0.7894 0.7894 0.7892
S1 0.7884 0.7884 0.7891 0.7879
S2 0.7874 0.7874 0.7889
S3 0.7854 0.7864 0.7888
S4 0.7834 0.7844 0.7882
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8139 0.8102 0.7914
R3 0.8034 0.7997 0.7885
R2 0.7929 0.7929 0.7875
R1 0.7892 0.7892 0.7866 0.7910
PP 0.7824 0.7824 0.7824 0.7833
S1 0.7787 0.7787 0.7846 0.7806
S2 0.7719 0.7719 0.7837
S3 0.7614 0.7682 0.7827
S4 0.7509 0.7577 0.7798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7905 0.7788 0.0117 1.5% 0.0025 0.3% 90% True False 13
10 0.7905 0.7730 0.0175 2.2% 0.0026 0.3% 93% True False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7957
1.618 0.7937
1.000 0.7925
0.618 0.7917
HIGH 0.7905
0.618 0.7897
0.500 0.7895
0.382 0.7893
LOW 0.7885
0.618 0.7873
1.000 0.7865
1.618 0.7853
2.618 0.7833
4.250 0.7800
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 0.7895 0.7891
PP 0.7894 0.7889
S1 0.7894 0.7887

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

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