CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 0.7533 0.7493 -0.0040 -0.5% 0.7666
High 0.7550 0.7538 -0.0012 -0.2% 0.7685
Low 0.7480 0.7483 0.0003 0.0% 0.7537
Close 0.7497 0.7516 0.0019 0.3% 0.7585
Range 0.0070 0.0055 -0.0015 -21.4% 0.0148
ATR 0.0049 0.0050 0.0000 0.8% 0.0000
Volume 183 75 -108 -59.0% 870
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 0.7677 0.7652 0.7546
R3 0.7622 0.7597 0.7531
R2 0.7567 0.7567 0.7526
R1 0.7542 0.7542 0.7521 0.7555
PP 0.7512 0.7512 0.7512 0.7519
S1 0.7487 0.7487 0.7511 0.7500
S2 0.7457 0.7457 0.7506
S3 0.7402 0.7432 0.7501
S4 0.7347 0.7377 0.7486
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8046 0.7964 0.7666
R3 0.7898 0.7816 0.7626
R2 0.7750 0.7750 0.7612
R1 0.7668 0.7668 0.7599 0.7635
PP 0.7602 0.7602 0.7602 0.7586
S1 0.7520 0.7520 0.7571 0.7487
S2 0.7454 0.7454 0.7558
S3 0.7306 0.7372 0.7544
S4 0.7158 0.7224 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7593 0.7480 0.0113 1.5% 0.0053 0.7% 32% False False 142
10 0.7814 0.7480 0.0334 4.4% 0.0058 0.8% 11% False False 182
20 0.7814 0.7480 0.0334 4.4% 0.0048 0.6% 11% False False 112
40 0.7905 0.7480 0.0425 5.7% 0.0046 0.6% 8% False False 77
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7772
2.618 0.7682
1.618 0.7627
1.000 0.7593
0.618 0.7572
HIGH 0.7538
0.618 0.7517
0.500 0.7511
0.382 0.7504
LOW 0.7483
0.618 0.7449
1.000 0.7428
1.618 0.7394
2.618 0.7339
4.250 0.7249
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 0.7514 0.7533
PP 0.7512 0.7527
S1 0.7511 0.7522

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

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