CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 0.7476 0.7521 0.0045 0.6% 0.7538
High 0.7526 0.7551 0.0025 0.3% 0.7569
Low 0.7457 0.7507 0.0050 0.7% 0.7420
Close 0.7523 0.7514 -0.0009 -0.1% 0.7550
Range 0.0069 0.0044 -0.0025 -36.2% 0.0149
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume 235 244 9 3.8% 490
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 0.7656 0.7629 0.7538
R3 0.7612 0.7585 0.7526
R2 0.7568 0.7568 0.7522
R1 0.7541 0.7541 0.7518 0.7533
PP 0.7524 0.7524 0.7524 0.7520
S1 0.7497 0.7497 0.7510 0.7489
S2 0.7480 0.7480 0.7506
S3 0.7436 0.7453 0.7502
S4 0.7392 0.7409 0.7490
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7960 0.7904 0.7632
R3 0.7811 0.7755 0.7591
R2 0.7662 0.7662 0.7577
R1 0.7606 0.7606 0.7564 0.7634
PP 0.7513 0.7513 0.7513 0.7527
S1 0.7457 0.7457 0.7536 0.7485
S2 0.7364 0.7364 0.7523
S3 0.7215 0.7308 0.7509
S4 0.7066 0.7159 0.7468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7569 0.7457 0.0112 1.5% 0.0053 0.7% 51% False False 180
10 0.7569 0.7420 0.0149 2.0% 0.0060 0.8% 63% False False 133
20 0.7732 0.7420 0.0312 4.2% 0.0057 0.8% 30% False False 148
40 0.7814 0.7420 0.0394 5.2% 0.0052 0.7% 24% False False 110
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7738
2.618 0.7666
1.618 0.7622
1.000 0.7595
0.618 0.7578
HIGH 0.7551
0.618 0.7534
0.500 0.7529
0.382 0.7524
LOW 0.7507
0.618 0.7480
1.000 0.7463
1.618 0.7436
2.618 0.7392
4.250 0.7320
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 0.7529 0.7511
PP 0.7524 0.7507
S1 0.7519 0.7504

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

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