CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 0.7732 0.7763 0.0031 0.4% 0.7714
High 0.7755 0.7763 0.0008 0.1% 0.7788
Low 0.7726 0.7688 -0.0038 -0.5% 0.7684
Close 0.7743 0.7695 -0.0048 -0.6% 0.7723
Range 0.0029 0.0075 0.0046 158.6% 0.0104
ATR 0.0047 0.0049 0.0002 4.4% 0.0000
Volume 26 25 -1 -3.8% 220
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7940 0.7893 0.7736
R3 0.7865 0.7818 0.7716
R2 0.7790 0.7790 0.7709
R1 0.7743 0.7743 0.7702 0.7729
PP 0.7715 0.7715 0.7715 0.7709
S1 0.7668 0.7668 0.7688 0.7654
S2 0.7640 0.7640 0.7681
S3 0.7565 0.7593 0.7674
S4 0.7490 0.7518 0.7654
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8044 0.7987 0.7780
R3 0.7940 0.7883 0.7752
R2 0.7836 0.7836 0.7742
R1 0.7779 0.7779 0.7733 0.7807
PP 0.7732 0.7732 0.7732 0.7746
S1 0.7675 0.7675 0.7713 0.7704
S2 0.7628 0.7628 0.7704
S3 0.7524 0.7571 0.7694
S4 0.7420 0.7467 0.7666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7788 0.7684 0.0104 1.4% 0.0067 0.9% 11% False False 49
10 0.7905 0.7684 0.0221 2.9% 0.0052 0.7% 5% False False 32
20 0.7905 0.7684 0.0221 2.9% 0.0039 0.5% 5% False False 20
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7959
1.618 0.7884
1.000 0.7838
0.618 0.7809
HIGH 0.7763
0.618 0.7734
0.500 0.7726
0.382 0.7717
LOW 0.7688
0.618 0.7642
1.000 0.7613
1.618 0.7567
2.618 0.7492
4.250 0.7369
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 0.7726 0.7726
PP 0.7715 0.7715
S1 0.7705 0.7705

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.