CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 0.7689 0.7720 0.0031 0.4% 0.7732
High 0.7725 0.7721 -0.0004 -0.1% 0.7763
Low 0.7673 0.7682 0.0009 0.1% 0.7652
Close 0.7711 0.7687 -0.0024 -0.3% 0.7681
Range 0.0052 0.0039 -0.0013 -25.0% 0.0111
ATR 0.0047 0.0047 -0.0001 -1.2% 0.0000
Volume 102 50 -52 -51.0% 328
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7814 0.7789 0.7708
R3 0.7775 0.7750 0.7698
R2 0.7736 0.7736 0.7694
R1 0.7711 0.7711 0.7691 0.7704
PP 0.7697 0.7697 0.7697 0.7693
S1 0.7672 0.7672 0.7683 0.7665
S2 0.7658 0.7658 0.7680
S3 0.7619 0.7633 0.7676
S4 0.7580 0.7594 0.7666
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8032 0.7967 0.7742
R3 0.7921 0.7856 0.7712
R2 0.7810 0.7810 0.7701
R1 0.7745 0.7745 0.7691 0.7722
PP 0.7699 0.7699 0.7699 0.7687
S1 0.7634 0.7634 0.7671 0.7611
S2 0.7588 0.7588 0.7661
S3 0.7477 0.7523 0.7650
S4 0.7366 0.7412 0.7620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7652 0.0073 0.9% 0.0043 0.6% 48% False False 47
10 0.7788 0.7652 0.0136 1.8% 0.0049 0.6% 26% False False 73
20 0.7905 0.7652 0.0253 3.3% 0.0044 0.6% 14% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7823
1.618 0.7784
1.000 0.7760
0.618 0.7745
HIGH 0.7721
0.618 0.7706
0.500 0.7702
0.382 0.7697
LOW 0.7682
0.618 0.7658
1.000 0.7643
1.618 0.7619
2.618 0.7580
4.250 0.7516
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 0.7702 0.7694
PP 0.7697 0.7691
S1 0.7692 0.7689

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

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