CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 0.7897 0.7820 -0.0077 -1.0% 0.7755
High 0.7905 0.7820 -0.0085 -1.1% 0.7860
Low 0.7885 0.7808 -0.0077 -1.0% 0.7755
Close 0.7893 0.7808 -0.0085 -1.1% 0.7856
Range 0.0020 0.0012 -0.0008 -40.0% 0.0105
ATR
Volume 2 30 28 1,400.0% 27
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7848 0.7840 0.7815
R3 0.7836 0.7828 0.7811
R2 0.7824 0.7824 0.7810
R1 0.7816 0.7816 0.7809 0.7814
PP 0.7812 0.7812 0.7812 0.7811
S1 0.7804 0.7804 0.7807 0.7802
S2 0.7800 0.7800 0.7806
S3 0.7788 0.7792 0.7805
S4 0.7776 0.7780 0.7801
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 0.7808 0.0097 1.2% 0.0023 0.3% 0% False True 19
10 0.7905 0.7755 0.0150 1.9% 0.0023 0.3% 35% False False 10
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7851
1.618 0.7839
1.000 0.7832
0.618 0.7827
HIGH 0.7820
0.618 0.7815
0.500 0.7814
0.382 0.7813
LOW 0.7808
0.618 0.7801
1.000 0.7796
1.618 0.7789
2.618 0.7777
4.250 0.7757
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.7814 0.7857
PP 0.7812 0.7840
S1 0.7810 0.7824

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

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