CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 0.7713 0.7732 0.0019 0.2% 0.7714
High 0.7751 0.7755 0.0004 0.1% 0.7788
Low 0.7700 0.7726 0.0026 0.3% 0.7684
Close 0.7723 0.7743 0.0020 0.3% 0.7723
Range 0.0051 0.0029 -0.0022 -43.1% 0.0104
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 30 26 -4 -13.3% 220
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7828 0.7815 0.7759
R3 0.7799 0.7786 0.7751
R2 0.7770 0.7770 0.7748
R1 0.7757 0.7757 0.7746 0.7764
PP 0.7741 0.7741 0.7741 0.7745
S1 0.7728 0.7728 0.7740 0.7735
S2 0.7712 0.7712 0.7738
S3 0.7683 0.7699 0.7735
S4 0.7654 0.7670 0.7727
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8044 0.7987 0.7780
R3 0.7940 0.7883 0.7752
R2 0.7836 0.7836 0.7742
R1 0.7779 0.7779 0.7733 0.7807
PP 0.7732 0.7732 0.7732 0.7746
S1 0.7675 0.7675 0.7713 0.7704
S2 0.7628 0.7628 0.7704
S3 0.7524 0.7571 0.7694
S4 0.7420 0.7467 0.7666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7788 0.7684 0.0104 1.3% 0.0060 0.8% 57% False False 47
10 0.7905 0.7684 0.0221 2.9% 0.0046 0.6% 27% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7831
1.618 0.7802
1.000 0.7784
0.618 0.7773
HIGH 0.7755
0.618 0.7744
0.500 0.7741
0.382 0.7737
LOW 0.7726
0.618 0.7708
1.000 0.7697
1.618 0.7679
2.618 0.7650
4.250 0.7603
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 0.7742 0.7744
PP 0.7741 0.7744
S1 0.7741 0.7743

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

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