CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 0.7518 0.7450 -0.0068 -0.9% 0.7584
High 0.7531 0.7476 -0.0055 -0.7% 0.7585
Low 0.7443 0.7420 -0.0023 -0.3% 0.7480
Close 0.7455 0.7471 0.0016 0.2% 0.7542
Range 0.0088 0.0056 -0.0032 -36.4% 0.0105
ATR 0.0054 0.0054 0.0000 0.3% 0.0000
Volume 143 75 -68 -47.6% 757
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 0.7624 0.7603 0.7502
R3 0.7568 0.7547 0.7486
R2 0.7512 0.7512 0.7481
R1 0.7491 0.7491 0.7476 0.7502
PP 0.7456 0.7456 0.7456 0.7461
S1 0.7435 0.7435 0.7466 0.7446
S2 0.7400 0.7400 0.7461
S3 0.7344 0.7379 0.7456
S4 0.7288 0.7323 0.7440
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7851 0.7801 0.7600
R3 0.7746 0.7696 0.7571
R2 0.7641 0.7641 0.7561
R1 0.7591 0.7591 0.7552 0.7564
PP 0.7536 0.7536 0.7536 0.7522
S1 0.7486 0.7486 0.7532 0.7459
S2 0.7431 0.7431 0.7523
S3 0.7326 0.7381 0.7513
S4 0.7221 0.7276 0.7484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7566 0.7420 0.0146 2.0% 0.0062 0.8% 35% False True 95
10 0.7593 0.7420 0.0173 2.3% 0.0057 0.8% 29% False True 118
20 0.7814 0.7420 0.0394 5.3% 0.0052 0.7% 13% False True 120
40 0.7905 0.7420 0.0485 6.5% 0.0050 0.7% 11% False True 87
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7623
1.618 0.7567
1.000 0.7532
0.618 0.7511
HIGH 0.7476
0.618 0.7455
0.500 0.7448
0.382 0.7441
LOW 0.7420
0.618 0.7385
1.000 0.7364
1.618 0.7329
2.618 0.7273
4.250 0.7182
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 0.7463 0.7483
PP 0.7456 0.7479
S1 0.7448 0.7475

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

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