CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.7561 0.7513 -0.0048 -0.6% 0.7532
High 0.7585 0.7586 0.0001 0.0% 0.7610
Low 0.7505 0.7482 -0.0023 -0.3% 0.7515
Close 0.7507 0.7580 0.0073 1.0% 0.7561
Range 0.0080 0.0104 0.0024 30.0% 0.0095
ATR 0.0054 0.0058 0.0004 6.6% 0.0000
Volume 962 1,315 353 36.7% 3,287
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7825 0.7637
R3 0.7757 0.7721 0.7609
R2 0.7653 0.7653 0.7599
R1 0.7617 0.7617 0.7590 0.7635
PP 0.7549 0.7549 0.7549 0.7559
S1 0.7513 0.7513 0.7570 0.7531
S2 0.7445 0.7445 0.7561
S3 0.7341 0.7409 0.7551
S4 0.7237 0.7305 0.7523
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 0.7595 0.7482 0.0113 1.5% 0.0064 0.8% 87% False True 987
10 0.7610 0.7457 0.0153 2.0% 0.0058 0.8% 80% False False 658
20 0.7610 0.7420 0.0190 2.5% 0.0059 0.8% 84% False False 381
40 0.7814 0.7420 0.0394 5.2% 0.0053 0.7% 41% False False 248
60 0.7905 0.7420 0.0485 6.4% 0.0050 0.7% 33% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7858
1.618 0.7754
1.000 0.7690
0.618 0.7650
HIGH 0.7586
0.618 0.7546
0.500 0.7534
0.382 0.7522
LOW 0.7482
0.618 0.7418
1.000 0.7378
1.618 0.7314
2.618 0.7210
4.250 0.7040
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.7565 0.7566
PP 0.7549 0.7552
S1 0.7534 0.7539

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

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