CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.7262	0.7188	-0.0074	-1.0%	0.7338
High	0.7268	0.7238	-0.0030	-0.4%	0.7366
Low	0.7179	0.7161	-0.0018	-0.3%	0.7179
Close	0.7182	0.7183	0.0001	0.0%	0.7182
Range	0.0089	0.0077	-0.0012	-13.5%	0.0187
ATR	0.0062	0.0063	0.0001	1.8%	0.0000
Volume	1,423	2,164	741	52.1%	4,354

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7381	0.7225
R3	0.7348	0.7304	0.7204
R2	0.7271	0.7271	0.7197
R1	0.7227	0.7227	0.7190	0.7211
PP	0.7194	0.7194	0.7194	0.7186
S1	0.7150	0.7150	0.7176	0.7134
S2	0.7117	0.7117	0.7169
S3	0.7040	0.7073	0.7162
S4	0.6963	0.6996	0.7141

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7680	0.7285
R3	0.7616	0.7493	0.7233
R2	0.7429	0.7429	0.7216
R1	0.7306	0.7306	0.7199	0.7274
PP	0.7242	0.7242	0.7242	0.7227
S1	0.7119	0.7119	0.7165	0.7087
S2	0.7055	0.7055	0.7148
S3	0.6868	0.6932	0.7131
S4	0.6681	0.6745	0.7079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7366	0.7161	0.0205	2.9%	0.0068	0.9%	11%	False	True	1,232
10	0.7383	0.7161	0.0222	3.1%	0.0068	0.9%	10%	False	True	1,134
20	0.7453	0.7161	0.0292	4.1%	0.0063	0.9%	8%	False	True	764
40	0.7471	0.7161	0.0310	4.3%	0.0058	0.8%	7%	False	True	405
60	0.7630	0.7161	0.0469	6.5%	0.0055	0.8%	5%	False	True	276
80	0.7680	0.7161	0.0519	7.2%	0.0047	0.7%	4%	False	True	208
100	0.7800	0.7161	0.0639	8.9%	0.0041	0.6%	3%	False	True	168
120	0.7815	0.7161	0.0654	9.1%	0.0037	0.5%	3%	False	True	141

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7440
1.618	0.7363
1.000	0.7315
0.618	0.7286
HIGH	0.7238
0.618	0.7209
0.500	0.7200
0.382	0.7190
LOW	0.7161
0.618	0.7113
1.000	0.7084
1.618	0.7036
2.618	0.6959
4.250	0.6834

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.7200	0.7238
PP	0.7194	0.7220
S1	0.7189	0.7201

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