CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.7513 0.7583 0.0070 0.9% 0.7532
High 0.7586 0.7597 0.0011 0.1% 0.7610
Low 0.7482 0.7559 0.0077 1.0% 0.7515
Close 0.7580 0.7572 -0.0008 -0.1% 0.7561
Range 0.0104 0.0038 -0.0066 -63.5% 0.0095
ATR 0.0058 0.0056 -0.0001 -2.4% 0.0000
Volume 1,315 1,155 -160 -12.2% 3,287
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.7690 0.7669 0.7593
R3 0.7652 0.7631 0.7582
R2 0.7614 0.7614 0.7579
R1 0.7593 0.7593 0.7575 0.7585
PP 0.7576 0.7576 0.7576 0.7572
S1 0.7555 0.7555 0.7569 0.7547
S2 0.7538 0.7538 0.7565
S3 0.7500 0.7517 0.7562
S4 0.7462 0.7479 0.7551
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 0.7597 0.7482 0.0115 1.5% 0.0061 0.8% 78% True False 856
10 0.7610 0.7482 0.0128 1.7% 0.0055 0.7% 70% False False 750
20 0.7610 0.7420 0.0190 2.5% 0.0058 0.8% 80% False False 435
40 0.7814 0.7420 0.0394 5.2% 0.0053 0.7% 39% False False 274
60 0.7905 0.7420 0.0485 6.4% 0.0050 0.7% 31% False False 196
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7696
1.618 0.7658
1.000 0.7635
0.618 0.7620
HIGH 0.7597
0.618 0.7582
0.500 0.7578
0.382 0.7574
LOW 0.7559
0.618 0.7536
1.000 0.7521
1.618 0.7498
2.618 0.7460
4.250 0.7398
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.7578 0.7561
PP 0.7576 0.7550
S1 0.7574 0.7540

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

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