CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7466 0.7535 0.0069 0.9% 0.7538
High 0.7543 0.7569 0.0026 0.3% 0.7569
Low 0.7466 0.7534 0.0068 0.9% 0.7420
Close 0.7543 0.7550 0.0007 0.1% 0.7550
Range 0.0077 0.0035 -0.0042 -54.5% 0.0149
ATR 0.0055 0.0054 -0.0001 -2.6% 0.0000
Volume 82 122 40 48.8% 490
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7656 0.7638 0.7569
R3 0.7621 0.7603 0.7560
R2 0.7586 0.7586 0.7556
R1 0.7568 0.7568 0.7553 0.7577
PP 0.7551 0.7551 0.7551 0.7556
S1 0.7533 0.7533 0.7547 0.7542
S2 0.7516 0.7516 0.7544
S3 0.7481 0.7498 0.7540
S4 0.7446 0.7463 0.7531
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7960 0.7904 0.7632
R3 0.7811 0.7755 0.7591
R2 0.7662 0.7662 0.7577
R1 0.7606 0.7606 0.7564 0.7634
PP 0.7513 0.7513 0.7513 0.7527
S1 0.7457 0.7457 0.7536 0.7485
S2 0.7364 0.7364 0.7523
S3 0.7215 0.7308 0.7509
S4 0.7066 0.7159 0.7468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7569 0.7420 0.0149 2.0% 0.0060 0.8% 87% True False 98
10 0.7585 0.7420 0.0165 2.2% 0.0060 0.8% 79% False False 124
20 0.7814 0.7420 0.0394 5.2% 0.0055 0.7% 33% False False 128
40 0.7814 0.7420 0.0394 5.2% 0.0052 0.7% 33% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7718
2.618 0.7661
1.618 0.7626
1.000 0.7604
0.618 0.7591
HIGH 0.7569
0.618 0.7556
0.500 0.7552
0.382 0.7547
LOW 0.7534
0.618 0.7512
1.000 0.7499
1.618 0.7477
2.618 0.7442
4.250 0.7385
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7552 0.7532
PP 0.7551 0.7513
S1 0.7551 0.7495

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

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