CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 0.7732 0.7666 -0.0066 -0.9% 0.7778
High 0.7732 0.7685 -0.0047 -0.6% 0.7814
Low 0.7662 0.7605 -0.0057 -0.7% 0.7662
Close 0.7673 0.7607 -0.0066 -0.9% 0.7673
Range 0.0070 0.0080 0.0010 14.3% 0.0152
ATR 0.0047 0.0050 0.0002 4.9% 0.0000
Volume 65 104 39 60.0% 462
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7872 0.7820 0.7651
R3 0.7792 0.7740 0.7629
R2 0.7712 0.7712 0.7622
R1 0.7660 0.7660 0.7614 0.7646
PP 0.7632 0.7632 0.7632 0.7626
S1 0.7580 0.7580 0.7600 0.7566
S2 0.7552 0.7552 0.7592
S3 0.7472 0.7500 0.7585
S4 0.7392 0.7420 0.7563
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8172 0.8075 0.7757
R3 0.8020 0.7923 0.7715
R2 0.7868 0.7868 0.7701
R1 0.7771 0.7771 0.7687 0.7744
PP 0.7716 0.7716 0.7716 0.7703
S1 0.7619 0.7619 0.7659 0.7592
S2 0.7564 0.7564 0.7645
S3 0.7412 0.7467 0.7631
S4 0.7260 0.7315 0.7589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7814 0.7605 0.0209 2.7% 0.0062 0.8% 1% False True 110
10 0.7814 0.7605 0.0209 2.7% 0.0049 0.6% 1% False True 74
20 0.7814 0.7605 0.0209 2.7% 0.0047 0.6% 1% False True 70
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 False
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 0.8025
2.618 0.7894
1.618 0.7814
1.000 0.7765
0.618 0.7734
HIGH 0.7685
0.618 0.7654
0.500 0.7645
0.382 0.7636
LOW 0.7605
0.618 0.7556
1.000 0.7525
1.618 0.7476
2.618 0.7396
4.250 0.7265
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 0.7645 0.7710
PP 0.7632 0.7675
S1 0.7620 0.7641

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

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