CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.7532 0.7594 0.0062 0.8% 0.7557
High 0.7593 0.7610 0.0017 0.2% 0.7568
Low 0.7515 0.7574 0.0059 0.8% 0.7457
Close 0.7577 0.7584 0.0007 0.1% 0.7516
Range 0.0078 0.0036 -0.0042 -53.8% 0.0111
ATR 0.0055 0.0054 -0.0001 -2.5% 0.0000
Volume 326 303 -23 -7.1% 1,318
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.7697 0.7677 0.7604
R3 0.7661 0.7641 0.7594
R2 0.7625 0.7625 0.7591
R1 0.7605 0.7605 0.7587 0.7597
PP 0.7589 0.7589 0.7589 0.7586
S1 0.7569 0.7569 0.7581 0.7561
S2 0.7553 0.7553 0.7577
S3 0.7517 0.7533 0.7574
S4 0.7481 0.7497 0.7564
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 0.7610 0.7457 0.0153 2.0% 0.0052 0.7% 83% True False 329
10 0.7610 0.7420 0.0190 2.5% 0.0055 0.7% 86% True False 222
20 0.7610 0.7420 0.0190 2.5% 0.0055 0.7% 86% True False 186
40 0.7814 0.7420 0.0394 5.2% 0.0051 0.7% 42% False False 133
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7704
1.618 0.7668
1.000 0.7646
0.618 0.7632
HIGH 0.7610
0.618 0.7596
0.500 0.7592
0.382 0.7588
LOW 0.7574
0.618 0.7552
1.000 0.7538
1.618 0.7516
2.618 0.7480
4.250 0.7421
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.7592 0.7574
PP 0.7589 0.7564
S1 0.7587 0.7554

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

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