CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.7714 0.7717 0.0003 0.0% 0.7885
High 0.7731 0.7726 -0.0005 -0.1% 0.7905
Low 0.7711 0.7688 -0.0023 -0.3% 0.7722
Close 0.7731 0.7691 -0.0040 -0.5% 0.7722
Range 0.0020 0.0038 0.0018 90.0% 0.0183
ATR 0.0040 0.0041 0.0000 0.5% 0.0000
Volume 7 15 8 114.3% 95
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7791 0.7712
R3 0.7778 0.7753 0.7701
R2 0.7740 0.7740 0.7698
R1 0.7715 0.7715 0.7694 0.7709
PP 0.7702 0.7702 0.7702 0.7698
S1 0.7677 0.7677 0.7688 0.7671
S2 0.7664 0.7664 0.7684
S3 0.7626 0.7639 0.7681
S4 0.7588 0.7601 0.7670
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 0.7688 0.0217 2.8% 0.0036 0.5% 1% False True 14
10 0.7905 0.7688 0.0217 2.8% 0.0033 0.4% 1% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7888
2.618 0.7825
1.618 0.7787
1.000 0.7764
0.618 0.7749
HIGH 0.7726
0.618 0.7711
0.500 0.7707
0.382 0.7703
LOW 0.7688
0.618 0.7665
1.000 0.7650
1.618 0.7627
2.618 0.7589
4.250 0.7527
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.7707 0.7749
PP 0.7702 0.7730
S1 0.7696 0.7710

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

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