CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7535 0.7557 0.0022 0.3% 0.7538
High 0.7569 0.7568 -0.0001 0.0% 0.7569
Low 0.7534 0.7532 -0.0002 0.0% 0.7420
Close 0.7550 0.7533 -0.0017 -0.2% 0.7550
Range 0.0035 0.0036 0.0001 2.9% 0.0149
ATR 0.0054 0.0053 -0.0001 -2.4% 0.0000
Volume 122 113 -9 -7.4% 490
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7652 0.7629 0.7553
R3 0.7616 0.7593 0.7543
R2 0.7580 0.7580 0.7540
R1 0.7557 0.7557 0.7536 0.7551
PP 0.7544 0.7544 0.7544 0.7541
S1 0.7521 0.7521 0.7530 0.7515
S2 0.7508 0.7508 0.7526
S3 0.7472 0.7485 0.7523
S4 0.7436 0.7449 0.7513
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% 0.0058 0.8% 76% False False 107
10 0.7569 0.7420 0.0149 2.0% 0.0058 0.8% 76% False False 105
20 0.7814 0.7420 0.0394 5.2% 0.0055 0.7% 29% False False 133
40 0.7814 0.7420 0.0394 5.2% 0.0051 0.7% 29% False False 94
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7662
1.618 0.7626
1.000 0.7604
0.618 0.7590
HIGH 0.7568
0.618 0.7554
0.500 0.7550
0.382 0.7546
LOW 0.7532
0.618 0.7510
1.000 0.7496
1.618 0.7474
2.618 0.7438
4.250 0.7379
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7550 0.7528
PP 0.7544 0.7523
S1 0.7539 0.7518

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

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