CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 0.7778 0.7778 0.0000 0.0% 0.7684
High 0.7811 0.7785 -0.0026 -0.3% 0.7811
Low 0.7767 0.7762 -0.0005 -0.1% 0.7662
Close 0.7767 0.7785 0.0018 0.2% 0.7767
Range 0.0044 0.0023 -0.0021 -47.7% 0.0149
ATR 0.0045 0.0043 -0.0002 -3.5% 0.0000
Volume 23 13 -10 -43.5% 235
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7846 0.7839 0.7798
R3 0.7823 0.7816 0.7791
R2 0.7800 0.7800 0.7789
R1 0.7793 0.7793 0.7787 0.7796
PP 0.7777 0.7777 0.7777 0.7779
S1 0.7770 0.7770 0.7783 0.7774
S2 0.7754 0.7754 0.7781
S3 0.7731 0.7747 0.7779
S4 0.7708 0.7724 0.7772
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8194 0.8129 0.7849
R3 0.8045 0.7980 0.7808
R2 0.7896 0.7896 0.7794
R1 0.7831 0.7831 0.7781 0.7863
PP 0.7747 0.7747 0.7747 0.7763
S1 0.7682 0.7682 0.7753 0.7715
S2 0.7598 0.7598 0.7740
S3 0.7449 0.7533 0.7726
S4 0.7300 0.7384 0.7685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7811 0.7705 0.0106 1.4% 0.0037 0.5% 75% False False 38
10 0.7811 0.7662 0.0149 1.9% 0.0041 0.5% 83% False False 53
20 0.7811 0.7652 0.0159 2.0% 0.0046 0.6% 84% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7845
1.618 0.7822
1.000 0.7808
0.618 0.7799
HIGH 0.7785
0.618 0.7776
0.500 0.7774
0.382 0.7771
LOW 0.7762
0.618 0.7748
1.000 0.7739
1.618 0.7725
2.618 0.7702
4.250 0.7664
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 0.7781 0.7784
PP 0.7777 0.7782
S1 0.7774 0.7781

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

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