CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 30-Aug-2018

Day Change Summary
	Previous	Current
	29-Aug-2018	30-Aug-2018	Change	Change %	Previous Week
Open	0.7333	0.7310	-0.0023	-0.3%	0.7316
High	0.7350	0.7313	-0.0037	-0.5%	0.7382
Low	0.7275	0.7249	-0.0026	-0.4%	0.7239
Close	0.7300	0.7257	-0.0043	-0.6%	0.7327
Range	0.0075	0.0064	-0.0011	-14.7%	0.0143
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	107,384	109,213	1,829	1.7%	530,865

Daily Pivots for day following 30-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7425	0.7292
R3	0.7401	0.7361	0.7275
R2	0.7337	0.7337	0.7269
R1	0.7297	0.7297	0.7263	0.7285
PP	0.7273	0.7273	0.7273	0.7267
S1	0.7233	0.7233	0.7251	0.7221
S2	0.7209	0.7209	0.7245
S3	0.7145	0.7169	0.7239
S4	0.7081	0.7105	0.7222

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%	0.0067	0.9%	15%	False	False	102,817
10	0.7382	0.7239	0.0143	2.0%	0.0065	0.9%	13%	False	False	100,963
20	0.7454	0.7203	0.0251	3.5%	0.0063	0.9%	22%	False	False	105,330
40	0.7484	0.7203	0.0281	3.9%	0.0063	0.9%	19%	False	False	97,362
60	0.7678	0.7203	0.0475	6.5%	0.0063	0.9%	11%	False	False	92,595
80	0.7682	0.7203	0.0479	6.6%	0.0062	0.9%	11%	False	False	69,648
100	0.7814	0.7203	0.0611	8.4%	0.0060	0.8%	9%	False	False	55,742
120	0.7905	0.7203	0.0702	9.7%	0.0058	0.8%	8%	False	False	46,460

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7481
1.618	0.7417
1.000	0.7377
0.618	0.7353
HIGH	0.7313
0.618	0.7289
0.500	0.7281
0.382	0.7273
LOW	0.7249
0.618	0.7209
1.000	0.7185
1.618	0.7145
2.618	0.7081
4.250	0.6977

Fisher Pivots for day following 30-Aug-2018
Pivot	1 day	3 day
R1	0.7281	0.7306
PP	0.7273	0.7290
S1	0.7265	0.7273

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols