CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 0.7706 0.7766 0.0060 0.8% 0.7687
High 0.7773 0.7776 0.0003 0.0% 0.7725
Low 0.7705 0.7750 0.0045 0.6% 0.7658
Close 0.7773 0.7764 -0.0009 -0.1% 0.7674
Range 0.0068 0.0026 -0.0042 -61.8% 0.0067
ATR 0.0048 0.0046 -0.0002 -3.3% 0.0000
Volume 94 54 -40 -42.6% 288
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7841 0.7829 0.7778
R3 0.7815 0.7803 0.7771
R2 0.7789 0.7789 0.7769
R1 0.7777 0.7777 0.7766 0.7770
PP 0.7763 0.7763 0.7763 0.7760
S1 0.7751 0.7751 0.7762 0.7744
S2 0.7737 0.7737 0.7759
S3 0.7711 0.7725 0.7757
S4 0.7685 0.7699 0.7750
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 0.7776 0.7662 0.0114 1.5% 0.0044 0.6% 89% True False 66
10 0.7776 0.7652 0.0124 1.6% 0.0043 0.6% 90% True False 77
20 0.7905 0.7652 0.0253 3.3% 0.0047 0.6% 44% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7844
1.618 0.7818
1.000 0.7802
0.618 0.7792
HIGH 0.7776
0.618 0.7766
0.500 0.7763
0.382 0.7760
LOW 0.7750
0.618 0.7734
1.000 0.7724
1.618 0.7708
2.618 0.7682
4.250 0.7640
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 0.7764 0.7749
PP 0.7763 0.7734
S1 0.7763 0.7719

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

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