CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 0.7717 0.7702 -0.0015 -0.2% 0.7885
High 0.7726 0.7779 0.0053 0.7% 0.7905
Low 0.7688 0.7684 -0.0004 -0.1% 0.7722
Close 0.7691 0.7763 0.0072 0.9% 0.7722
Range 0.0038 0.0095 0.0057 150.0% 0.0183
ATR 0.0041 0.0044 0.0004 9.6% 0.0000
Volume 15 9 -6 -40.0% 95
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8027 0.7990 0.7815
R3 0.7932 0.7895 0.7789
R2 0.7837 0.7837 0.7780
R1 0.7800 0.7800 0.7772 0.7818
PP 0.7742 0.7742 0.7742 0.7751
S1 0.7705 0.7705 0.7754 0.7724
S2 0.7647 0.7647 0.7746
S3 0.7552 0.7610 0.7737
S4 0.7457 0.7515 0.7711
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 0.7820 0.7684 0.0136 1.8% 0.0051 0.7% 58% False True 15
10 0.7905 0.7684 0.0221 2.8% 0.0038 0.5% 36% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8183
2.618 0.8028
1.618 0.7933
1.000 0.7874
0.618 0.7838
HIGH 0.7779
0.618 0.7743
0.500 0.7732
0.382 0.7720
LOW 0.7684
0.618 0.7625
1.000 0.7589
1.618 0.7530
2.618 0.7435
4.250 0.7280
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 0.7753 0.7753
PP 0.7742 0.7742
S1 0.7732 0.7732

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

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