CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 0.7706 0.7700 -0.0006 -0.1% 0.7893
High 0.7709 0.7769 0.0060 0.8% 0.7902
Low 0.7699 0.7693 -0.0006 -0.1% 0.7730
Close 0.7699 0.7769 0.0070 0.9% 0.7730
Range 0.0010 0.0076 0.0066 660.0% 0.0172
ATR 0.0042 0.0044 0.0002 5.8% 0.0000
Volume 12 3 -9 -75.0% 19
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7972 0.7946 0.7811
R3 0.7896 0.7870 0.7790
R2 0.7820 0.7820 0.7783
R1 0.7794 0.7794 0.7776 0.7807
PP 0.7744 0.7744 0.7744 0.7750
S1 0.7718 0.7718 0.7762 0.7731
S2 0.7668 0.7668 0.7755
S3 0.7592 0.7642 0.7748
S4 0.7516 0.7566 0.7727
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8303 0.8189 0.7825
R3 0.8131 0.8017 0.7777
R2 0.7959 0.7959 0.7762
R1 0.7845 0.7845 0.7746 0.7816
PP 0.7787 0.7787 0.7787 0.7773
S1 0.7673 0.7673 0.7714 0.7644
S2 0.7615 0.7615 0.7698
S3 0.7443 0.7501 0.7683
S4 0.7271 0.7329 0.7635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7815 0.7693 0.0122 1.6% 0.0040 0.5% 62% False True 8
10 0.7902 0.7693 0.0209 2.7% 0.0026 0.3% 36% False True 6
20 0.7902 0.7693 0.0209 2.7% 0.0023 0.3% 36% False True 4
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8092
2.618 0.7968
1.618 0.7892
1.000 0.7845
0.618 0.7816
HIGH 0.7769
0.618 0.7740
0.500 0.7731
0.382 0.7722
LOW 0.7693
0.618 0.7646
1.000 0.7617
1.618 0.7570
2.618 0.7494
4.250 0.7370
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 0.7756 0.7756
PP 0.7744 0.7744
S1 0.7731 0.7731

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

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