CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 0.7687 0.7666 -0.0021 -0.3% 0.7732
High 0.7693 0.7710 0.0017 0.2% 0.7763
Low 0.7658 0.7662 0.0004 0.1% 0.7652
Close 0.7658 0.7685 0.0027 0.4% 0.7681
Range 0.0035 0.0048 0.0013 37.1% 0.0111
ATR 0.0046 0.0047 0.0000 0.9% 0.0000
Volume 4 58 54 1,350.0% 328
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7830 0.7805 0.7711
R3 0.7782 0.7757 0.7698
R2 0.7734 0.7734 0.7694
R1 0.7709 0.7709 0.7689 0.7721
PP 0.7686 0.7686 0.7686 0.7692
S1 0.7661 0.7661 0.7681 0.7674
S2 0.7638 0.7638 0.7676
S3 0.7590 0.7613 0.7672
S4 0.7542 0.7565 0.7659
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% 0.0047 0.6% 30% False False 72
10 0.7788 0.7652 0.0136 1.8% 0.0054 0.7% 24% False False 60
20 0.7905 0.7652 0.0253 3.3% 0.0043 0.6% 13% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7914
2.618 0.7836
1.618 0.7788
1.000 0.7758
0.618 0.7740
HIGH 0.7710
0.618 0.7692
0.500 0.7686
0.382 0.7680
LOW 0.7662
0.618 0.7632
1.000 0.7614
1.618 0.7584
2.618 0.7536
4.250 0.7458
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 0.7686 0.7684
PP 0.7686 0.7682
S1 0.7685 0.7681

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

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