CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 0.7684 0.7706 0.0022 0.3% 0.7687
High 0.7716 0.7773 0.0057 0.7% 0.7725
Low 0.7662 0.7705 0.0043 0.6% 0.7658
Close 0.7710 0.7773 0.0063 0.8% 0.7674
Range 0.0054 0.0068 0.0014 25.9% 0.0067
ATR 0.0046 0.0048 0.0002 3.3% 0.0000
Volume 58 94 36 62.1% 288
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7954 0.7932 0.7810
R3 0.7886 0.7864 0.7792
R2 0.7818 0.7818 0.7785
R1 0.7796 0.7796 0.7779 0.7807
PP 0.7750 0.7750 0.7750 0.7756
S1 0.7728 0.7728 0.7767 0.7739
S2 0.7682 0.7682 0.7761
S3 0.7614 0.7660 0.7754
S4 0.7546 0.7592 0.7736
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7887 0.7847 0.7711
R3 0.7820 0.7780 0.7692
R2 0.7753 0.7753 0.7686
R1 0.7713 0.7713 0.7680 0.7700
PP 0.7686 0.7686 0.7686 0.7679
S1 0.7646 0.7646 0.7668 0.7633
S2 0.7619 0.7619 0.7662
S3 0.7552 0.7579 0.7656
S4 0.7485 0.7512 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7773 0.7662 0.0111 1.4% 0.0050 0.6% 100% True False 75
10 0.7773 0.7652 0.0121 1.6% 0.0048 0.6% 100% True False 74
20 0.7905 0.7652 0.0253 3.3% 0.0047 0.6% 48% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7951
1.618 0.7883
1.000 0.7841
0.618 0.7815
HIGH 0.7773
0.618 0.7747
0.500 0.7739
0.382 0.7731
LOW 0.7705
0.618 0.7663
1.000 0.7637
1.618 0.7595
2.618 0.7527
4.250 0.7416
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 0.7762 0.7755
PP 0.7750 0.7736
S1 0.7739 0.7718

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

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