CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 0.7581 0.7573 -0.0008 -0.1% 0.7557
High 0.7587 0.7588 0.0001 0.0% 0.7568
Low 0.7530 0.7554 0.0024 0.3% 0.7457
Close 0.7567 0.7584 0.0017 0.2% 0.7516
Range 0.0057 0.0034 -0.0023 -40.4% 0.0111
ATR 0.0054 0.0053 -0.0001 -2.6% 0.0000
Volume 1,809 608 -1,201 -66.4% 1,318
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 0.7677 0.7665 0.7603
R3 0.7643 0.7631 0.7593
R2 0.7609 0.7609 0.7590
R1 0.7597 0.7597 0.7587 0.7603
PP 0.7575 0.7575 0.7575 0.7579
S1 0.7563 0.7563 0.7581 0.7569
S2 0.7541 0.7541 0.7578
S3 0.7507 0.7529 0.7575
S4 0.7473 0.7495 0.7565
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7847 0.7792 0.7577
R3 0.7736 0.7681 0.7547
R2 0.7625 0.7625 0.7536
R1 0.7570 0.7570 0.7526 0.7542
PP 0.7514 0.7514 0.7514 0.7500
S1 0.7459 0.7459 0.7506 0.7431
S2 0.7403 0.7403 0.7496
S3 0.7292 0.7348 0.7485
S4 0.7181 0.7237 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7610 0.7498 0.0112 1.5% 0.0048 0.6% 77% False False 716
10 0.7610 0.7457 0.0153 2.0% 0.0050 0.7% 83% False False 448
20 0.7610 0.7420 0.0190 2.5% 0.0056 0.7% 86% False False 285
40 0.7814 0.7420 0.0394 5.2% 0.0051 0.7% 42% False False 187
60 0.7905 0.7420 0.0485 6.4% 0.0047 0.6% 34% False False 135
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7732
2.618 0.7677
1.618 0.7643
1.000 0.7622
0.618 0.7609
HIGH 0.7588
0.618 0.7575
0.500 0.7571
0.382 0.7567
LOW 0.7554
0.618 0.7533
1.000 0.7520
1.618 0.7499
2.618 0.7465
4.250 0.7410
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 0.7580 0.7579
PP 0.7575 0.7575
S1 0.7571 0.7570

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

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