CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7555 0.7538 -0.0017 -0.2% 0.7584
High 0.7566 0.7546 -0.0020 -0.3% 0.7585
Low 0.7500 0.7500 0.0000 0.0% 0.7480
Close 0.7542 0.7523 -0.0019 -0.3% 0.7542
Range 0.0066 0.0046 -0.0020 -30.3% 0.0105
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 65 68 3 4.6% 757
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7661 0.7638 0.7548
R3 0.7615 0.7592 0.7536
R2 0.7569 0.7569 0.7531
R1 0.7546 0.7546 0.7527 0.7535
PP 0.7523 0.7523 0.7523 0.7517
S1 0.7500 0.7500 0.7519 0.7489
S2 0.7477 0.7477 0.7515
S3 0.7431 0.7454 0.7510
S4 0.7385 0.7408 0.7498
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7851 0.7801 0.7600
R3 0.7746 0.7696 0.7571
R2 0.7641 0.7641 0.7561
R1 0.7591 0.7591 0.7552 0.7564
PP 0.7536 0.7536 0.7536 0.7522
S1 0.7486 0.7486 0.7532 0.7459
S2 0.7431 0.7431 0.7523
S3 0.7326 0.7381 0.7513
S4 0.7221 0.7276 0.7484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7566 0.7480 0.0086 1.1% 0.0058 0.8% 50% False False 103
10 0.7622 0.7480 0.0142 1.9% 0.0051 0.7% 30% False False 159
20 0.7814 0.7480 0.0334 4.4% 0.0050 0.7% 13% False False 116
40 0.7905 0.7480 0.0425 5.6% 0.0047 0.6% 10% False False 83
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7666
1.618 0.7620
1.000 0.7592
0.618 0.7574
HIGH 0.7546
0.618 0.7528
0.500 0.7523
0.382 0.7518
LOW 0.7500
0.618 0.7472
1.000 0.7454
1.618 0.7426
2.618 0.7380
4.250 0.7305
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7523 0.7529
PP 0.7523 0.7527
S1 0.7523 0.7525

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

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