CME Australian Dollar Future September 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 0.7664 0.7687 0.0023 0.3% 0.7732
High 0.7691 0.7693 0.0002 0.0% 0.7763
Low 0.7652 0.7658 0.0006 0.1% 0.7652
Close 0.7681 0.7658 -0.0023 -0.3% 0.7681
Range 0.0039 0.0035 -0.0004 -10.3% 0.0111
ATR 0.0047 0.0046 -0.0001 -1.9% 0.0000
Volume 25 4 -21 -84.0% 328
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7775 0.7751 0.7677
R3 0.7740 0.7716 0.7668
R2 0.7705 0.7705 0.7664
R1 0.7681 0.7681 0.7661 0.7676
PP 0.7670 0.7670 0.7670 0.7667
S1 0.7646 0.7646 0.7655 0.7641
S2 0.7635 0.7635 0.7652
S3 0.7600 0.7611 0.7648
S4 0.7565 0.7576 0.7639
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8032 0.7967 0.7742
R3 0.7921 0.7856 0.7712
R2 0.7810 0.7810 0.7701
R1 0.7745 0.7745 0.7691 0.7722
PP 0.7699 0.7699 0.7699 0.7687
S1 0.7634 0.7634 0.7671 0.7611
S2 0.7588 0.7588 0.7661
S3 0.7477 0.7523 0.7650
S4 0.7366 0.7412 0.7620
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% 0.0043 0.6% 5% False False 66
10 0.7788 0.7652 0.0136 1.8% 0.0051 0.7% 4% False False 55
20 0.7905 0.7652 0.0253 3.3% 0.0041 0.5% 2% False False 33
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7842
2.618 0.7785
1.618 0.7750
1.000 0.7728
0.618 0.7715
HIGH 0.7693
0.618 0.7680
0.500 0.7676
0.382 0.7671
LOW 0.7658
0.618 0.7636
1.000 0.7623
1.618 0.7601
2.618 0.7566
4.250 0.7509
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.7676 0.7677
PP 0.7670 0.7671
S1 0.7664 0.7664

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

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