CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 0.7685 0.7664 -0.0021 -0.3% 0.7714
High 0.7702 0.7691 -0.0011 -0.1% 0.7788
Low 0.7664 0.7652 -0.0012 -0.2% 0.7684
Close 0.7668 0.7681 0.0013 0.2% 0.7723
Range 0.0038 0.0039 0.0001 2.6% 0.0104
ATR 0.0048 0.0047 -0.0001 -1.3% 0.0000
Volume 252 25 -227 -90.1% 220
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7792 0.7775 0.7702
R3 0.7753 0.7736 0.7692
R2 0.7714 0.7714 0.7688
R1 0.7697 0.7697 0.7685 0.7706
PP 0.7675 0.7675 0.7675 0.7679
S1 0.7658 0.7658 0.7677 0.7667
S2 0.7636 0.7636 0.7674
S3 0.7597 0.7619 0.7670
S4 0.7558 0.7580 0.7660
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 0.7763 0.7652 0.0111 1.4% 0.0046 0.6% 26% False True 71
10 0.7810 0.7652 0.0158 2.1% 0.0056 0.7% 18% False True 56
20 0.7905 0.7652 0.0253 3.3% 0.0040 0.5% 11% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7857
2.618 0.7793
1.618 0.7754
1.000 0.7730
0.618 0.7715
HIGH 0.7691
0.618 0.7676
0.500 0.7672
0.382 0.7667
LOW 0.7652
0.618 0.7628
1.000 0.7613
1.618 0.7589
2.618 0.7550
4.250 0.7486
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 0.7678 0.7708
PP 0.7675 0.7699
S1 0.7672 0.7690

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

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