CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 0.7238 0.7260 0.0022 0.3% 0.7292
High 0.7287 0.7320 0.0033 0.5% 0.7320
Low 0.7214 0.7253 0.0039 0.5% 0.7203
Close 0.7260 0.7318 0.0058 0.8% 0.7318
Range 0.0073 0.0067 -0.0006 -8.2% 0.0117
ATR 0.0063 0.0063 0.0000 0.5% 0.0000
Volume 116,756 98,203 -18,553 -15.9% 554,646
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7498 0.7475 0.7355
R3 0.7431 0.7408 0.7336
R2 0.7364 0.7364 0.7330
R1 0.7341 0.7341 0.7324 0.7353
PP 0.7297 0.7297 0.7297 0.7303
S1 0.7274 0.7274 0.7312 0.7286
S2 0.7230 0.7230 0.7306
S3 0.7163 0.7207 0.7300
S4 0.7096 0.7140 0.7281
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7631 0.7592 0.7382
R3 0.7514 0.7475 0.7350
R2 0.7397 0.7397 0.7339
R1 0.7358 0.7358 0.7329 0.7378
PP 0.7280 0.7280 0.7280 0.7290
S1 0.7241 0.7241 0.7307 0.7261
S2 0.7163 0.7163 0.7297
S3 0.7046 0.7124 0.7286
S4 0.6929 0.7007 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7203 0.0117 1.6% 0.0057 0.8% 98% True False 110,929
10 0.7454 0.7203 0.0251 3.4% 0.0061 0.8% 46% False False 108,395
20 0.7466 0.7203 0.0263 3.6% 0.0059 0.8% 44% False False 98,831
40 0.7484 0.7203 0.0281 3.8% 0.0064 0.9% 41% False False 98,025
60 0.7682 0.7203 0.0479 6.5% 0.0063 0.9% 24% False False 77,606
80 0.7682 0.7203 0.0479 6.5% 0.0061 0.8% 24% False False 58,269
100 0.7814 0.7203 0.0611 8.3% 0.0058 0.8% 19% False False 46,635
120 0.7905 0.7203 0.0702 9.6% 0.0055 0.8% 16% False False 38,866
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7605
2.618 0.7495
1.618 0.7428
1.000 0.7387
0.618 0.7361
HIGH 0.7320
0.618 0.7294
0.500 0.7287
0.382 0.7279
LOW 0.7253
0.618 0.7212
1.000 0.7186
1.618 0.7145
2.618 0.7078
4.250 0.6968
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 0.7308 0.7299
PP 0.7297 0.7280
S1 0.7287 0.7262

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

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