CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 0.7893 0.7889 -0.0004 -0.1% 0.7775
High 0.7893 0.7892 -0.0001 0.0% 0.7863
Low 0.7893 0.7883 -0.0010 -0.1% 0.7775
Close 0.7893 0.7883 -0.0010 -0.1% 0.7863
Range 0.0000 0.0009 0.0009 0.0088
ATR 0.0039 0.0037 -0.0002 -5.3% 0.0000
Volume 0 10 10 17
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7913 0.7907 0.7888
R3 0.7904 0.7898 0.7885
R2 0.7895 0.7895 0.7885
R1 0.7889 0.7889 0.7884 0.7888
PP 0.7886 0.7886 0.7886 0.7885
S1 0.7880 0.7880 0.7882 0.7878
S2 0.7877 0.7877 0.7881
S3 0.7868 0.7871 0.7881
S4 0.7859 0.7862 0.7878
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8098 0.8068 0.7911
R3 0.8010 0.7980 0.7887
R2 0.7922 0.7922 0.7879
R1 0.7892 0.7892 0.7871 0.7907
PP 0.7834 0.7834 0.7834 0.7841
S1 0.7804 0.7804 0.7855 0.7819
S2 0.7746 0.7746 0.7847
S3 0.7658 0.7716 0.7839
S4 0.7570 0.7628 0.7815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7893 0.7800 0.0093 1.2% 0.0012 0.1% 89% False False 4
10 0.7893 0.7726 0.0167 2.1% 0.0014 0.2% 94% False False 3
20 0.7961 0.7726 0.0235 3.0% 0.0024 0.3% 67% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7916
1.618 0.7907
1.000 0.7901
0.618 0.7898
HIGH 0.7892
0.618 0.7889
0.500 0.7888
0.382 0.7886
LOW 0.7883
0.618 0.7877
1.000 0.7874
1.618 0.7868
2.618 0.7859
4.250 0.7845
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.7888 0.7878
PP 0.7886 0.7872
S1 0.7885 0.7867

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

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