CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 0.7606 0.7571 -0.0035 -0.5% 0.7778
High 0.7609 0.7593 -0.0016 -0.2% 0.7814
Low 0.7564 0.7555 -0.0009 -0.1% 0.7662
Close 0.7570 0.7558 -0.0012 -0.2% 0.7673
Range 0.0045 0.0038 -0.0007 -15.6% 0.0152
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 398 47 -351 -88.2% 462
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7683 0.7658 0.7579
R3 0.7645 0.7620 0.7568
R2 0.7607 0.7607 0.7565
R1 0.7582 0.7582 0.7561 0.7576
PP 0.7569 0.7569 0.7569 0.7565
S1 0.7544 0.7544 0.7555 0.7537
S2 0.7531 0.7531 0.7551
S3 0.7493 0.7506 0.7548
S4 0.7455 0.7468 0.7537
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8172 0.8075 0.7757
R3 0.8020 0.7923 0.7715
R2 0.7868 0.7868 0.7701
R1 0.7771 0.7771 0.7687 0.7744
PP 0.7716 0.7716 0.7716 0.7703
S1 0.7619 0.7619 0.7659 0.7592
S2 0.7564 0.7564 0.7645
S3 0.7412 0.7467 0.7631
S4 0.7260 0.7315 0.7589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7732 0.7555 0.0177 2.3% 0.0053 0.7% 2% False True 167
10 0.7814 0.7555 0.0259 3.4% 0.0049 0.6% 1% False True 125
20 0.7814 0.7555 0.0259 3.4% 0.0045 0.6% 1% False True 89
40 0.7905 0.7555 0.0350 4.6% 0.0042 0.6% 1% False True 60
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7692
1.618 0.7654
1.000 0.7631
0.618 0.7616
HIGH 0.7593
0.618 0.7578
0.500 0.7574
0.382 0.7570
LOW 0.7555
0.618 0.7532
1.000 0.7517
1.618 0.7494
2.618 0.7456
4.250 0.7393
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 0.7574 0.7589
PP 0.7569 0.7578
S1 0.7563 0.7568

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

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