CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 0.7521 0.7519 -0.0002 0.0% 0.7557
High 0.7551 0.7531 -0.0020 -0.3% 0.7568
Low 0.7507 0.7498 -0.0009 -0.1% 0.7457
Close 0.7514 0.7516 0.0002 0.0% 0.7516
Range 0.0044 0.0033 -0.0011 -25.0% 0.0111
ATR 0.0055 0.0053 -0.0002 -2.9% 0.0000
Volume 244 537 293 120.1% 1,318
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7614 0.7598 0.7534
R3 0.7581 0.7565 0.7525
R2 0.7548 0.7548 0.7522
R1 0.7532 0.7532 0.7519 0.7524
PP 0.7515 0.7515 0.7515 0.7511
S1 0.7499 0.7499 0.7513 0.7491
S2 0.7482 0.7482 0.7510
S3 0.7449 0.7466 0.7507
S4 0.7416 0.7433 0.7498
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7847 0.7792 0.7577
R3 0.7736 0.7681 0.7547
R2 0.7625 0.7625 0.7536
R1 0.7570 0.7570 0.7526 0.7542
PP 0.7514 0.7514 0.7514 0.7500
S1 0.7459 0.7459 0.7506 0.7431
S2 0.7403 0.7403 0.7496
S3 0.7292 0.7348 0.7485
S4 0.7181 0.7237 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7568 0.7457 0.0111 1.5% 0.0053 0.7% 53% False False 263
10 0.7569 0.7420 0.0149 2.0% 0.0057 0.8% 64% False False 180
20 0.7685 0.7420 0.0265 3.5% 0.0055 0.7% 36% False False 171
40 0.7814 0.7420 0.0394 5.2% 0.0050 0.7% 24% False False 119
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 0.0011
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7617
1.618 0.7584
1.000 0.7564
0.618 0.7551
HIGH 0.7531
0.618 0.7518
0.500 0.7515
0.382 0.7511
LOW 0.7498
0.618 0.7478
1.000 0.7465
1.618 0.7445
2.618 0.7412
4.250 0.7358
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 0.7516 0.7512
PP 0.7515 0.7508
S1 0.7515 0.7504

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

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