CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 0.7766 0.7774 0.0008 0.1% 0.7687
High 0.7776 0.7774 -0.0002 0.0% 0.7725
Low 0.7750 0.7751 0.0001 0.0% 0.7658
Close 0.7764 0.7762 -0.0002 0.0% 0.7674
Range 0.0026 0.0023 -0.0003 -11.5% 0.0067
ATR 0.0046 0.0045 -0.0002 -3.6% 0.0000
Volume 54 6 -48 -88.9% 288
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7831 0.7820 0.7775
R3 0.7808 0.7797 0.7768
R2 0.7785 0.7785 0.7766
R1 0.7774 0.7774 0.7764 0.7768
PP 0.7762 0.7762 0.7762 0.7760
S1 0.7751 0.7751 0.7760 0.7745
S2 0.7739 0.7739 0.7758
S3 0.7716 0.7728 0.7756
S4 0.7693 0.7705 0.7749
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7887 0.7847 0.7711
R3 0.7820 0.7780 0.7692
R2 0.7753 0.7753 0.7686
R1 0.7713 0.7713 0.7680 0.7700
PP 0.7686 0.7686 0.7686 0.7679
S1 0.7646 0.7646 0.7668 0.7633
S2 0.7619 0.7619 0.7662
S3 0.7552 0.7579 0.7656
S4 0.7485 0.7512 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7662 0.0114 1.5% 0.0041 0.5% 88% False False 57
10 0.7776 0.7652 0.0124 1.6% 0.0042 0.5% 89% False False 52
20 0.7820 0.7652 0.0168 2.2% 0.0048 0.6% 65% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7834
1.618 0.7811
1.000 0.7797
0.618 0.7788
HIGH 0.7774
0.618 0.7765
0.500 0.7763
0.382 0.7760
LOW 0.7751
0.618 0.7737
1.000 0.7728
1.618 0.7714
2.618 0.7691
4.250 0.7653
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 0.7763 0.7755
PP 0.7762 0.7748
S1 0.7762 0.7741

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

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