CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.7401 0.7387 -0.0014 -0.2% 0.7404
High 0.7407 0.7441 0.0034 0.5% 0.7443
Low 0.7375 0.7384 0.0009 0.1% 0.7349
Close 0.7391 0.7424 0.0033 0.4% 0.7406
Range 0.0032 0.0057 0.0025 78.1% 0.0094
ATR 0.0061 0.0061 0.0000 -0.5% 0.0000
Volume 64,071 91,156 27,085 42.3% 435,963
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7587 0.7563 0.7455
R3 0.7530 0.7506 0.7440
R2 0.7473 0.7473 0.7434
R1 0.7449 0.7449 0.7429 0.7461
PP 0.7416 0.7416 0.7416 0.7423
S1 0.7392 0.7392 0.7419 0.7404
S2 0.7359 0.7359 0.7414
S3 0.7302 0.7335 0.7408
S4 0.7245 0.7278 0.7393
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 0.7441 0.7349 0.0092 1.2% 0.0050 0.7% 82% True False 86,201
10 0.7466 0.7349 0.0117 1.6% 0.0053 0.7% 64% False False 87,718
20 0.7466 0.7318 0.0148 2.0% 0.0063 0.8% 72% False False 90,682
40 0.7628 0.7313 0.0315 4.2% 0.0063 0.9% 35% False False 92,234
60 0.7682 0.7313 0.0369 5.0% 0.0062 0.8% 30% False False 62,190
80 0.7814 0.7313 0.0501 6.7% 0.0060 0.8% 22% False False 46,675
100 0.7814 0.7313 0.0501 6.7% 0.0058 0.8% 22% False False 37,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7590
1.618 0.7533
1.000 0.7498
0.618 0.7476
HIGH 0.7441
0.618 0.7419
0.500 0.7413
0.382 0.7406
LOW 0.7384
0.618 0.7349
1.000 0.7327
1.618 0.7292
2.618 0.7235
4.250 0.7142
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.7420 0.7414
PP 0.7416 0.7405
S1 0.7413 0.7395

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

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