CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 0.7435 0.7379 -0.0056 -0.8% 0.7401
High 0.7454 0.7379 -0.0075 -1.0% 0.7454
Low 0.7374 0.7281 -0.0093 -1.3% 0.7281
Close 0.7386 0.7291 -0.0095 -1.3% 0.7291
Range 0.0080 0.0098 0.0018 22.5% 0.0173
ATR 0.0062 0.0065 0.0003 5.0% 0.0000
Volume 105,095 177,090 71,995 68.5% 529,305
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7611 0.7549 0.7345
R3 0.7513 0.7451 0.7318
R2 0.7415 0.7415 0.7309
R1 0.7353 0.7353 0.7300 0.7335
PP 0.7317 0.7317 0.7317 0.7308
S1 0.7255 0.7255 0.7282 0.7237
S2 0.7219 0.7219 0.7273
S3 0.7121 0.7157 0.7264
S4 0.7023 0.7059 0.7237
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7749 0.7386
R3 0.7688 0.7576 0.7339
R2 0.7515 0.7515 0.7323
R1 0.7403 0.7403 0.7307 0.7373
PP 0.7342 0.7342 0.7342 0.7327
S1 0.7230 0.7230 0.7275 0.7199
S2 0.7169 0.7169 0.7259
S3 0.6996 0.7057 0.7243
S4 0.6823 0.6884 0.7196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7454 0.7281 0.0173 2.4% 0.0065 0.9% 6% False True 105,861
10 0.7454 0.7281 0.0173 2.4% 0.0055 0.8% 6% False True 96,526
20 0.7466 0.7281 0.0185 2.5% 0.0065 0.9% 5% False True 96,040
40 0.7484 0.7281 0.0203 2.8% 0.0063 0.9% 5% False True 97,534
60 0.7682 0.7281 0.0401 5.5% 0.0063 0.9% 2% False True 68,416
80 0.7814 0.7281 0.0533 7.3% 0.0062 0.8% 2% False True 51,350
100 0.7814 0.7281 0.0533 7.3% 0.0059 0.8% 2% False True 41,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7796
2.618 0.7636
1.618 0.7538
1.000 0.7477
0.618 0.7440
HIGH 0.7379
0.618 0.7342
0.500 0.7330
0.382 0.7318
LOW 0.7281
0.618 0.7220
1.000 0.7183
1.618 0.7122
2.618 0.7024
4.250 0.6864
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 0.7330 0.7368
PP 0.7317 0.7342
S1 0.7304 0.7317

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

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