CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 0.7450 0.7466 0.0016 0.2% 0.7584
High 0.7476 0.7543 0.0067 0.9% 0.7585
Low 0.7420 0.7466 0.0046 0.6% 0.7480
Close 0.7471 0.7543 0.0072 1.0% 0.7542
Range 0.0056 0.0077 0.0021 37.5% 0.0105
ATR 0.0054 0.0055 0.0002 3.1% 0.0000
Volume 75 82 7 9.3% 757
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 0.7748 0.7723 0.7585
R3 0.7671 0.7646 0.7564
R2 0.7594 0.7594 0.7557
R1 0.7569 0.7569 0.7550 0.7582
PP 0.7517 0.7517 0.7517 0.7524
S1 0.7492 0.7492 0.7536 0.7505
S2 0.7440 0.7440 0.7529
S3 0.7363 0.7415 0.7522
S4 0.7286 0.7338 0.7501
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 1.9% 0.0067 0.9% 84% False False 86
10 0.7586 0.7420 0.0166 2.2% 0.0061 0.8% 74% False False 122
20 0.7814 0.7420 0.0394 5.2% 0.0055 0.7% 31% False False 124
40 0.7820 0.7420 0.0400 5.3% 0.0051 0.7% 31% False False 89
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7745
1.618 0.7668
1.000 0.7620
0.618 0.7591
HIGH 0.7543
0.618 0.7514
0.500 0.7505
0.382 0.7495
LOW 0.7466
0.618 0.7418
1.000 0.7389
1.618 0.7341
2.618 0.7264
4.250 0.7139
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 0.7530 0.7523
PP 0.7517 0.7502
S1 0.7505 0.7482

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

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