CME Australian Dollar Future December 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 0.7759 0.7740 -0.0019 -0.2% 0.7716
High 0.7760 0.7740 -0.0020 -0.3% 0.7769
Low 0.7750 0.7683 -0.0067 -0.9% 0.7693
Close 0.7750 0.7701 -0.0049 -0.6% 0.7729
Range 0.0010 0.0057 0.0047 470.0% 0.0076
ATR 0.0041 0.0043 0.0002 4.6% 0.0000
Volume 1 33 32 3,200.0% 38
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7879 0.7847 0.7732
R3 0.7822 0.7790 0.7717
R2 0.7765 0.7765 0.7711
R1 0.7733 0.7733 0.7706 0.7721
PP 0.7708 0.7708 0.7708 0.7702
S1 0.7676 0.7676 0.7696 0.7664
S2 0.7651 0.7651 0.7691
S3 0.7594 0.7619 0.7685
S4 0.7537 0.7562 0.7670
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7958 0.7920 0.7771
R3 0.7882 0.7844 0.7750
R2 0.7806 0.7806 0.7743
R1 0.7768 0.7768 0.7736 0.7787
PP 0.7730 0.7730 0.7730 0.7740
S1 0.7692 0.7692 0.7722 0.7711
S2 0.7654 0.7654 0.7715
S3 0.7578 0.7616 0.7708
S4 0.7502 0.7540 0.7687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7769 0.7683 0.0086 1.1% 0.0029 0.4% 21% False True 7
10 0.7902 0.7683 0.0219 2.8% 0.0029 0.4% 8% False True 8
20 0.7902 0.7683 0.0219 2.8% 0.0021 0.3% 8% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7889
1.618 0.7832
1.000 0.7797
0.618 0.7775
HIGH 0.7740
0.618 0.7718
0.500 0.7712
0.382 0.7705
LOW 0.7683
0.618 0.7648
1.000 0.7626
1.618 0.7591
2.618 0.7534
4.250 0.7441
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 0.7712 0.7722
PP 0.7708 0.7715
S1 0.7705 0.7708

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

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