CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 0.7407 0.7365 -0.0042 -0.6% 0.7404
High 0.7413 0.7413 0.0000 0.0% 0.7443
Low 0.7356 0.7349 -0.0007 -0.1% 0.7349
Close 0.7364 0.7406 0.0042 0.6% 0.7406
Range 0.0057 0.0064 0.0007 12.3% 0.0094
ATR 0.0063 0.0063 0.0000 0.1% 0.0000
Volume 80,917 111,225 30,308 37.5% 435,963
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7581 0.7558 0.7441
R3 0.7517 0.7494 0.7424
R2 0.7453 0.7453 0.7418
R1 0.7430 0.7430 0.7412 0.7441
PP 0.7389 0.7389 0.7389 0.7395
S1 0.7366 0.7366 0.7400 0.7378
S2 0.7325 0.7325 0.7394
S3 0.7261 0.7302 0.7388
S4 0.7197 0.7238 0.7371
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7681 0.7638 0.7458
R3 0.7587 0.7544 0.7432
R2 0.7493 0.7493 0.7423
R1 0.7450 0.7450 0.7415 0.7471
PP 0.7399 0.7399 0.7399 0.7410
S1 0.7356 0.7356 0.7397 0.7378
S2 0.7305 0.7305 0.7389
S3 0.7211 0.7262 0.7380
S4 0.7117 0.7168 0.7354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7349 0.0094 1.3% 0.0045 0.6% 61% False True 87,192
10 0.7466 0.7349 0.0117 1.6% 0.0058 0.8% 49% False True 89,267
20 0.7484 0.7318 0.0166 2.2% 0.0064 0.9% 53% False False 90,425
40 0.7632 0.7313 0.0319 4.3% 0.0063 0.9% 29% False False 88,866
60 0.7682 0.7313 0.0369 5.0% 0.0062 0.8% 25% False False 59,606
80 0.7814 0.7313 0.0501 6.8% 0.0060 0.8% 19% False False 44,735
100 0.7905 0.7313 0.0592 8.0% 0.0057 0.8% 16% False False 35,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7581
1.618 0.7517
1.000 0.7477
0.618 0.7453
HIGH 0.7413
0.618 0.7389
0.500 0.7381
0.382 0.7373
LOW 0.7349
0.618 0.7309
1.000 0.7285
1.618 0.7245
2.618 0.7181
4.250 0.7077
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 0.7398 0.7401
PP 0.7389 0.7395
S1 0.7381 0.7390

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

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