CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 0.7573 0.7584 0.0011 0.1% 0.7532
High 0.7588 0.7595 0.0007 0.1% 0.7610
Low 0.7554 0.7548 -0.0006 -0.1% 0.7515
Close 0.7584 0.7561 -0.0023 -0.3% 0.7561
Range 0.0034 0.0047 0.0013 38.2% 0.0095
ATR 0.0053 0.0052 0.0000 -0.8% 0.0000
Volume 608 241 -367 -60.4% 3,287
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7709 0.7682 0.7587
R3 0.7662 0.7635 0.7574
R2 0.7615 0.7615 0.7570
R1 0.7588 0.7588 0.7565 0.7578
PP 0.7568 0.7568 0.7568 0.7563
S1 0.7541 0.7541 0.7557 0.7531
S2 0.7521 0.7521 0.7552
S3 0.7474 0.7494 0.7548
S4 0.7427 0.7447 0.7535
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7847 0.7799 0.7613
R3 0.7752 0.7704 0.7587
R2 0.7657 0.7657 0.7578
R1 0.7609 0.7609 0.7570 0.7633
PP 0.7562 0.7562 0.7562 0.7574
S1 0.7514 0.7514 0.7552 0.7538
S2 0.7467 0.7467 0.7544
S3 0.7372 0.7419 0.7535
S4 0.7277 0.7324 0.7509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7610 0.7515 0.0095 1.3% 0.0050 0.7% 48% False False 657
10 0.7610 0.7457 0.0153 2.0% 0.0052 0.7% 68% False False 460
20 0.7610 0.7420 0.0190 2.5% 0.0056 0.7% 74% False False 292
40 0.7814 0.7420 0.0394 5.2% 0.0051 0.7% 36% False False 192
60 0.7905 0.7420 0.0485 6.4% 0.0047 0.6% 29% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7718
1.618 0.7671
1.000 0.7642
0.618 0.7624
HIGH 0.7595
0.618 0.7577
0.500 0.7572
0.382 0.7566
LOW 0.7548
0.618 0.7519
1.000 0.7501
1.618 0.7472
2.618 0.7425
4.250 0.7348
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 0.7572 0.7563
PP 0.7568 0.7562
S1 0.7565 0.7562

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

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