CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 0.7532 0.7476 -0.0056 -0.7% 0.7538
High 0.7541 0.7526 -0.0015 -0.2% 0.7569
Low 0.7458 0.7457 -0.0001 0.0% 0.7420
Close 0.7477 0.7523 0.0046 0.6% 0.7550
Range 0.0083 0.0069 -0.0014 -16.9% 0.0149
ATR 0.0055 0.0056 0.0001 1.9% 0.0000
Volume 189 235 46 24.3% 490
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 0.7709 0.7685 0.7561
R3 0.7640 0.7616 0.7542
R2 0.7571 0.7571 0.7536
R1 0.7547 0.7547 0.7529 0.7559
PP 0.7502 0.7502 0.7502 0.7508
S1 0.7478 0.7478 0.7517 0.7490
S2 0.7433 0.7433 0.7510
S3 0.7364 0.7409 0.7504
S4 0.7295 0.7340 0.7485
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 0.7457 0.0112 1.5% 0.0060 0.8% 59% False True 148
10 0.7569 0.7420 0.0149 2.0% 0.0061 0.8% 69% False False 121
20 0.7814 0.7420 0.0394 5.2% 0.0059 0.8% 26% False False 152
40 0.7814 0.7420 0.0394 5.2% 0.0053 0.7% 26% False False 104
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7819
2.618 0.7707
1.618 0.7638
1.000 0.7595
0.618 0.7569
HIGH 0.7526
0.618 0.7500
0.500 0.7492
0.382 0.7483
LOW 0.7457
0.618 0.7414
1.000 0.7388
1.618 0.7345
2.618 0.7276
4.250 0.7164
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 0.7513 0.7520
PP 0.7502 0.7516
S1 0.7492 0.7513

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

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