CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7519 0.7532 0.0013 0.2% 0.7557
High 0.7531 0.7593 0.0062 0.8% 0.7568
Low 0.7498 0.7515 0.0017 0.2% 0.7457
Close 0.7516 0.7577 0.0061 0.8% 0.7516
Range 0.0033 0.0078 0.0045 136.4% 0.0111
ATR 0.0053 0.0055 0.0002 3.3% 0.0000
Volume 537 326 -211 -39.3% 1,318
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.7796 0.7764 0.7620
R3 0.7718 0.7686 0.7598
R2 0.7640 0.7640 0.7591
R1 0.7608 0.7608 0.7584 0.7624
PP 0.7562 0.7562 0.7562 0.7570
S1 0.7530 0.7530 0.7570 0.7546
S2 0.7484 0.7484 0.7563
S3 0.7406 0.7452 0.7556
S4 0.7328 0.7374 0.7534
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 0.7593 0.7457 0.0136 1.8% 0.0061 0.8% 88% True False 306
10 0.7593 0.7420 0.0173 2.3% 0.0060 0.8% 91% True False 206
20 0.7622 0.7420 0.0202 2.7% 0.0055 0.7% 78% False False 182
40 0.7814 0.7420 0.0394 5.2% 0.0051 0.7% 40% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7797
1.618 0.7719
1.000 0.7671
0.618 0.7641
HIGH 0.7593
0.618 0.7563
0.500 0.7554
0.382 0.7545
LOW 0.7515
0.618 0.7467
1.000 0.7437
1.618 0.7389
2.618 0.7311
4.250 0.7183
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7569 0.7567
PP 0.7562 0.7556
S1 0.7554 0.7546

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

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