CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 0.7349 0.7333 -0.0016 -0.2% 0.7316
High 0.7363 0.7350 -0.0013 -0.2% 0.7382
Low 0.7323 0.7275 -0.0048 -0.7% 0.7239
Close 0.7335 0.7300 -0.0035 -0.5% 0.7327
Range 0.0040 0.0075 0.0035 87.5% 0.0143
ATR 0.0064 0.0064 0.0001 1.3% 0.0000
Volume 85,529 107,384 21,855 25.6% 530,865
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7533 0.7492 0.7341
R3 0.7458 0.7417 0.7321
R2 0.7383 0.7383 0.7314
R1 0.7342 0.7342 0.7307 0.7325
PP 0.7308 0.7308 0.7308 0.7300
S1 0.7267 0.7267 0.7293 0.7250
S2 0.7233 0.7233 0.7286
S3 0.7158 0.7192 0.7279
S4 0.7083 0.7117 0.7259
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7745 0.7679 0.7406
R3 0.7602 0.7536 0.7366
R2 0.7459 0.7459 0.7353
R1 0.7393 0.7393 0.7340 0.7426
PP 0.7316 0.7316 0.7316 0.7333
S1 0.7250 0.7250 0.7314 0.7283
S2 0.7173 0.7173 0.7301
S3 0.7030 0.7107 0.7288
S4 0.6887 0.6964 0.7248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7363 0.7239 0.0124 1.7% 0.0077 1.1% 49% False False 104,379
10 0.7382 0.7214 0.0168 2.3% 0.0066 0.9% 51% False False 101,717
20 0.7454 0.7203 0.0251 3.4% 0.0063 0.9% 39% False False 103,915
40 0.7484 0.7203 0.0281 3.8% 0.0063 0.9% 35% False False 97,675
60 0.7682 0.7203 0.0479 6.6% 0.0063 0.9% 20% False False 90,832
80 0.7682 0.7203 0.0479 6.6% 0.0063 0.9% 20% False False 68,284
100 0.7814 0.7203 0.0611 8.4% 0.0060 0.8% 16% False False 54,651
120 0.7905 0.7203 0.0702 9.6% 0.0057 0.8% 14% False False 45,550
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7546
1.618 0.7471
1.000 0.7425
0.618 0.7396
HIGH 0.7350
0.618 0.7321
0.500 0.7313
0.382 0.7304
LOW 0.7275
0.618 0.7229
1.000 0.7200
1.618 0.7154
2.618 0.7079
4.250 0.6956
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 0.7313 0.7319
PP 0.7308 0.7313
S1 0.7304 0.7306

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

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