CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 0.7661 0.7664 0.0003 0.0% 0.7759
High 0.7687 0.7664 -0.0023 -0.3% 0.7760
Low 0.7661 0.7664 0.0003 0.0% 0.7661
Close 0.7687 0.7664 -0.0023 -0.3% 0.7687
Range 0.0026 0.0000 -0.0026 -100.0% 0.0099
ATR 0.0042 0.0040 -0.0001 -3.2% 0.0000
Volume 16 0 -16 -100.0% 57
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7664 0.7664 0.7664
R3 0.7664 0.7664 0.7664
R2 0.7664 0.7664 0.7664
R1 0.7664 0.7664 0.7664 0.7664
PP 0.7664 0.7664 0.7664 0.7664
S1 0.7664 0.7664 0.7664 0.7664
S2 0.7664 0.7664 0.7664
S3 0.7664 0.7664 0.7664
S4 0.7664 0.7664 0.7664
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8000 0.7942 0.7741
R3 0.7901 0.7843 0.7714
R2 0.7802 0.7802 0.7705
R1 0.7744 0.7744 0.7696 0.7724
PP 0.7703 0.7703 0.7703 0.7692
S1 0.7645 0.7645 0.7678 0.7625
S2 0.7604 0.7604 0.7669
S3 0.7505 0.7546 0.7660
S4 0.7406 0.7447 0.7633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7760 0.7661 0.0099 1.3% 0.0028 0.4% 3% False False 11
10 0.7769 0.7661 0.0108 1.4% 0.0026 0.3% 3% False False 9
20 0.7902 0.7661 0.0241 3.1% 0.0021 0.3% 1% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7664
1.618 0.7664
1.000 0.7664
0.618 0.7664
HIGH 0.7664
0.618 0.7664
0.500 0.7664
0.382 0.7664
LOW 0.7664
0.618 0.7664
1.000 0.7664
1.618 0.7664
2.618 0.7664
4.250 0.7664
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.7664 0.7685
PP 0.7664 0.7678
S1 0.7664 0.7671

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

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