CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7557 0.7532 -0.0025 -0.3% 0.7538
High 0.7568 0.7541 -0.0027 -0.4% 0.7569
Low 0.7532 0.7458 -0.0074 -1.0% 0.7420
Close 0.7533 0.7477 -0.0056 -0.7% 0.7550
Range 0.0036 0.0083 0.0047 130.6% 0.0149
ATR 0.0053 0.0055 0.0002 4.1% 0.0000
Volume 113 189 76 67.3% 490
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.7741 0.7692 0.7523
R3 0.7658 0.7609 0.7500
R2 0.7575 0.7575 0.7492
R1 0.7526 0.7526 0.7485 0.7509
PP 0.7492 0.7492 0.7492 0.7484
S1 0.7443 0.7443 0.7469 0.7426
S2 0.7409 0.7409 0.7462
S3 0.7326 0.7360 0.7454
S4 0.7243 0.7277 0.7431
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% 0.0057 0.8% 38% False False 116
10 0.7569 0.7420 0.0149 2.0% 0.0059 0.8% 38% False False 105
20 0.7814 0.7420 0.0394 5.3% 0.0058 0.8% 14% False False 141
40 0.7814 0.7420 0.0394 5.3% 0.0052 0.7% 14% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7894
2.618 0.7758
1.618 0.7675
1.000 0.7624
0.618 0.7592
HIGH 0.7541
0.618 0.7509
0.500 0.7500
0.382 0.7490
LOW 0.7458
0.618 0.7407
1.000 0.7375
1.618 0.7324
2.618 0.7241
4.250 0.7105
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7500 0.7514
PP 0.7492 0.7501
S1 0.7485 0.7489

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

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