CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 0.7702 0.7778 0.0076 1.0% 0.7885
High 0.7779 0.7788 0.0009 0.1% 0.7905
Low 0.7684 0.7701 0.0017 0.2% 0.7722
Close 0.7763 0.7717 -0.0046 -0.6% 0.7722
Range 0.0095 0.0087 -0.0008 -8.4% 0.0183
ATR 0.0044 0.0047 0.0003 6.8% 0.0000
Volume 9 159 150 1,666.7% 95
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7996 0.7944 0.7765
R3 0.7909 0.7857 0.7741
R2 0.7822 0.7822 0.7733
R1 0.7770 0.7770 0.7725 0.7753
PP 0.7735 0.7735 0.7735 0.7727
S1 0.7683 0.7683 0.7709 0.7666
S2 0.7648 0.7648 0.7701
S3 0.7561 0.7596 0.7693
S4 0.7474 0.7509 0.7669
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 0.7810 0.7684 0.0126 1.6% 0.0066 0.9% 26% False False 41
10 0.7905 0.7684 0.0221 2.9% 0.0044 0.6% 15% False False 30
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8158
2.618 0.8016
1.618 0.7929
1.000 0.7875
0.618 0.7842
HIGH 0.7788
0.618 0.7755
0.500 0.7745
0.382 0.7734
LOW 0.7701
0.618 0.7647
1.000 0.7614
1.618 0.7560
2.618 0.7473
4.250 0.7331
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 0.7745 0.7736
PP 0.7735 0.7730
S1 0.7726 0.7723

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

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