CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 0.7778 0.7778 0.0000 0.0% 0.7684
High 0.7785 0.7795 0.0010 0.1% 0.7811
Low 0.7762 0.7768 0.0006 0.1% 0.7662
Close 0.7785 0.7774 -0.0011 -0.1% 0.7767
Range 0.0023 0.0027 0.0004 17.4% 0.0149
ATR 0.0043 0.0042 -0.0001 -2.7% 0.0000
Volume 13 33 20 153.8% 235
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7860 0.7844 0.7789
R3 0.7833 0.7817 0.7781
R2 0.7806 0.7806 0.7779
R1 0.7790 0.7790 0.7776 0.7785
PP 0.7779 0.7779 0.7779 0.7776
S1 0.7763 0.7763 0.7772 0.7758
S2 0.7752 0.7752 0.7769
S3 0.7725 0.7736 0.7767
S4 0.7698 0.7709 0.7759
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8194 0.8129 0.7849
R3 0.8045 0.7980 0.7808
R2 0.7896 0.7896 0.7794
R1 0.7831 0.7831 0.7781 0.7863
PP 0.7747 0.7747 0.7747 0.7763
S1 0.7682 0.7682 0.7753 0.7715
S2 0.7598 0.7598 0.7740
S3 0.7449 0.7533 0.7726
S4 0.7300 0.7384 0.7685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7811 0.7750 0.0061 0.8% 0.0029 0.4% 39% False False 25
10 0.7811 0.7662 0.0149 1.9% 0.0039 0.5% 75% False False 50
20 0.7811 0.7652 0.0159 2.0% 0.0046 0.6% 77% False False 55
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7910
2.618 0.7866
1.618 0.7839
1.000 0.7822
0.618 0.7812
HIGH 0.7795
0.618 0.7785
0.500 0.7782
0.382 0.7778
LOW 0.7768
0.618 0.7751
1.000 0.7741
1.618 0.7724
2.618 0.7697
4.250 0.7653
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 0.7782 0.7787
PP 0.7779 0.7782
S1 0.7777 0.7778

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

View Archives - Comment on this page... - Back to Index of Symbols