CME Australian Dollar Future December 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 0.7878 0.7815 -0.0063 -0.8% 0.7775
High 0.7902 0.7815 -0.0087 -1.1% 0.7863
Low 0.7878 0.7815 -0.0063 -0.8% 0.7775
Close 0.7900 0.7815 -0.0085 -1.1% 0.7863
Range 0.0024 0.0000 -0.0024 -100.0% 0.0088
ATR 0.0036 0.0040 0.0003 9.6% 0.0000
Volume 4 0 -4 -100.0% 17
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7815 0.7815 0.7815
R3 0.7815 0.7815 0.7815
R2 0.7815 0.7815 0.7815
R1 0.7815 0.7815 0.7815 0.7815
PP 0.7815 0.7815 0.7815 0.7815
S1 0.7815 0.7815 0.7815 0.7815
S2 0.7815 0.7815 0.7815
S3 0.7815 0.7815 0.7815
S4 0.7815 0.7815 0.7815
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 0.7902 0.7815 0.0087 1.1% 0.0011 0.1% 0% False True 3
10 0.7902 0.7768 0.0134 1.7% 0.0009 0.1% 35% False False 3
20 0.7961 0.7726 0.0235 3.0% 0.0019 0.2% 38% False False 2
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7815
2.618 0.7815
1.618 0.7815
1.000 0.7815
0.618 0.7815
HIGH 0.7815
0.618 0.7815
0.500 0.7815
0.382 0.7815
LOW 0.7815
0.618 0.7815
1.000 0.7815
1.618 0.7815
2.618 0.7815
4.250 0.7815
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.7815 0.7859
PP 0.7815 0.7844
S1 0.7815 0.7830

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

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