CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 0.7105 0.7112 0.0007 0.1% 0.7190
High 0.7131 0.7128 -0.0003 0.0% 0.7236
Low 0.7099 0.7085 -0.0014 -0.2% 0.7098
Close 0.7110 0.7100 -0.0010 -0.1% 0.7110
Range 0.0032 0.0043 0.0011 34.4% 0.0138
ATR 0.0066 0.0065 -0.0002 -2.5% 0.0000
Volume 85,532 143,831 58,299 68.2% 557,565
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7233 0.7210 0.7124
R3 0.7190 0.7167 0.7112
R2 0.7147 0.7147 0.7108
R1 0.7124 0.7124 0.7104 0.7114
PP 0.7104 0.7104 0.7104 0.7100
S1 0.7081 0.7081 0.7096 0.7071
S2 0.7061 0.7061 0.7092
S3 0.7018 0.7038 0.7088
S4 0.6975 0.6995 0.7076
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7562 0.7474 0.7186
R3 0.7424 0.7336 0.7148
R2 0.7286 0.7286 0.7135
R1 0.7198 0.7198 0.7123 0.7173
PP 0.7148 0.7148 0.7148 0.7136
S1 0.7060 0.7060 0.7097 0.7035
S2 0.7010 0.7010 0.7085
S3 0.6872 0.6922 0.7072
S4 0.6734 0.6784 0.7034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7220 0.7085 0.0135 1.9% 0.0060 0.8% 11% False True 121,483
10 0.7363 0.7085 0.0278 3.9% 0.0065 0.9% 5% False True 122,157
20 0.7382 0.7085 0.0297 4.2% 0.0065 0.9% 5% False True 112,964
40 0.7466 0.7085 0.0381 5.4% 0.0065 0.9% 4% False True 105,950
60 0.7484 0.7085 0.0399 5.6% 0.0064 0.9% 4% False True 102,950
80 0.7682 0.7085 0.0597 8.4% 0.0063 0.9% 3% False True 81,128
100 0.7732 0.7085 0.0647 9.1% 0.0062 0.9% 2% False True 64,932
120 0.7814 0.7085 0.0729 10.3% 0.0059 0.8% 2% False True 54,122
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7311
2.618 0.7241
1.618 0.7198
1.000 0.7171
0.618 0.7155
HIGH 0.7128
0.618 0.7112
0.500 0.7107
0.382 0.7101
LOW 0.7085
0.618 0.7058
1.000 0.7042
1.618 0.7015
2.618 0.6972
4.250 0.6902
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 0.7107 0.7143
PP 0.7104 0.7129
S1 0.7102 0.7114

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

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