CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.7201	0.7107	-0.0094	-1.3%	0.7188
High	0.7203	0.7134	-0.0069	-1.0%	0.7238
Low	0.7102	0.7102	0.0000	0.0%	0.7102
Close	0.7113	0.7113	0.0000	0.0%	0.7113
Range	0.0101	0.0032	-0.0069	-68.3%	0.0136
ATR	0.0065	0.0063	-0.0002	-3.6%	0.0000
Volume	20,506	21,018	512	2.5%	34,060

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7212	0.7195	0.7131
R3	0.7180	0.7163	0.7122
R2	0.7148	0.7148	0.7119
R1	0.7131	0.7131	0.7116	0.7140
PP	0.7116	0.7116	0.7116	0.7121
S1	0.7099	0.7099	0.7110	0.7108
S2	0.7084	0.7084	0.7107
S3	0.7052	0.7067	0.7104
S4	0.7020	0.7035	0.7095

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7472	0.7188
R3	0.7423	0.7336	0.7150
R2	0.7287	0.7287	0.7138
R1	0.7200	0.7200	0.7125	0.7176
PP	0.7151	0.7151	0.7151	0.7139
S1	0.7064	0.7064	0.7101	0.7040
S2	0.7015	0.7015	0.7088
S3	0.6879	0.6928	0.7076
S4	0.6743	0.6792	0.7038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7238	0.7102	0.0136	1.9%	0.0065	0.9%	8%	False	True	11,015
10	0.7366	0.7102	0.0264	3.7%	0.0064	0.9%	4%	False	True	5,943
20	0.7383	0.7102	0.0281	4.0%	0.0062	0.9%	4%	False	True	3,378
40	0.7465	0.7102	0.0363	5.1%	0.0059	0.8%	3%	False	True	1,724
60	0.7485	0.7102	0.0383	5.4%	0.0056	0.8%	3%	False	True	1,157
80	0.7680	0.7102	0.0578	8.1%	0.0050	0.7%	2%	False	True	870
100	0.7736	0.7102	0.0634	8.9%	0.0043	0.6%	2%	False	True	696
120	0.7800	0.7102	0.0698	9.8%	0.0038	0.5%	2%	False	True	581

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7270
2.618	0.7218
1.618	0.7186
1.000	0.7166
0.618	0.7154
HIGH	0.7134
0.618	0.7122
0.500	0.7118
0.382	0.7114
LOW	0.7102
0.618	0.7082
1.000	0.7070
1.618	0.7050
2.618	0.7018
4.250	0.6966

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.7118	0.7158
PP	0.7116	0.7143
S1	0.7115	0.7128

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