CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 0.7820 0.7810 -0.0010 -0.1% 0.7885
High 0.7820 0.7810 -0.0010 -0.1% 0.7905
Low 0.7808 0.7722 -0.0086 -1.1% 0.7722
Close 0.7808 0.7722 -0.0086 -1.1% 0.7722
Range 0.0012 0.0088 0.0076 633.3% 0.0183
ATR 0.0000 0.0042 0.0042 0.0000
Volume 30 17 -13 -43.3% 95
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8015 0.7957 0.7770
R3 0.7927 0.7869 0.7746
R2 0.7839 0.7839 0.7738
R1 0.7781 0.7781 0.7730 0.7766
PP 0.7751 0.7751 0.7751 0.7744
S1 0.7693 0.7693 0.7714 0.7678
S2 0.7663 0.7663 0.7706
S3 0.7575 0.7605 0.7698
S4 0.7487 0.7517 0.7674
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8332 0.8210 0.7823
R3 0.8149 0.8027 0.7772
R2 0.7966 0.7966 0.7756
R1 0.7844 0.7844 0.7739 0.7814
PP 0.7783 0.7783 0.7783 0.7768
S1 0.7661 0.7661 0.7705 0.7631
S2 0.7600 0.7600 0.7688
S3 0.7417 0.7478 0.7672
S4 0.7234 0.7295 0.7621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7905 0.7722 0.0183 2.4% 0.0030 0.4% 0% False True 19
10 0.7905 0.7722 0.0183 2.4% 0.0031 0.4% 0% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8184
2.618 0.8040
1.618 0.7952
1.000 0.7898
0.618 0.7864
HIGH 0.7810
0.618 0.7776
0.500 0.7766
0.382 0.7756
LOW 0.7722
0.618 0.7668
1.000 0.7634
1.618 0.7580
2.618 0.7492
4.250 0.7348
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 0.7766 0.7814
PP 0.7751 0.7783
S1 0.7737 0.7753

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

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