CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 0.7763 0.7685 -0.0078 -1.0% 0.7714
High 0.7763 0.7702 -0.0061 -0.8% 0.7788
Low 0.7688 0.7664 -0.0024 -0.3% 0.7684
Close 0.7695 0.7668 -0.0027 -0.4% 0.7723
Range 0.0075 0.0038 -0.0037 -49.3% 0.0104
ATR 0.0049 0.0048 -0.0001 -1.6% 0.0000
Volume 25 252 227 908.0% 220
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7792 0.7768 0.7689
R3 0.7754 0.7730 0.7678
R2 0.7716 0.7716 0.7675
R1 0.7692 0.7692 0.7671 0.7685
PP 0.7678 0.7678 0.7678 0.7675
S1 0.7654 0.7654 0.7665 0.7647
S2 0.7640 0.7640 0.7661
S3 0.7602 0.7616 0.7658
S4 0.7564 0.7578 0.7647
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 0.7664 0.0124 1.6% 0.0056 0.7% 3% False True 98
10 0.7820 0.7664 0.0156 2.0% 0.0053 0.7% 3% False True 57
20 0.7905 0.7664 0.0241 3.1% 0.0040 0.5% 2% False True 32
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7801
1.618 0.7763
1.000 0.7740
0.618 0.7725
HIGH 0.7702
0.618 0.7687
0.500 0.7683
0.382 0.7679
LOW 0.7664
0.618 0.7641
1.000 0.7626
1.618 0.7603
2.618 0.7565
4.250 0.7502
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 0.7683 0.7714
PP 0.7678 0.7698
S1 0.7673 0.7683

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

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