CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 0.7292 0.7273 -0.0019 -0.3% 0.7401
High 0.7300 0.7284 -0.0016 -0.2% 0.7454
Low 0.7258 0.7225 -0.0033 -0.5% 0.7281
Close 0.7261 0.7236 -0.0025 -0.3% 0.7291
Range 0.0042 0.0059 0.0017 40.5% 0.0173
ATR 0.0063 0.0063 0.0000 -0.5% 0.0000
Volume 126,237 103,203 -23,034 -18.2% 529,305
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7425 0.7390 0.7268
R3 0.7366 0.7331 0.7252
R2 0.7307 0.7307 0.7247
R1 0.7272 0.7272 0.7241 0.7260
PP 0.7248 0.7248 0.7248 0.7243
S1 0.7213 0.7213 0.7231 0.7201
S2 0.7189 0.7189 0.7225
S3 0.7130 0.7154 0.7220
S4 0.7071 0.7095 0.7204
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7749 0.7386
R3 0.7688 0.7576 0.7339
R2 0.7515 0.7515 0.7323
R1 0.7403 0.7403 0.7307 0.7373
PP 0.7342 0.7342 0.7342 0.7327
S1 0.7230 0.7230 0.7275 0.7199
S2 0.7169 0.7169 0.7259
S3 0.6996 0.7057 0.7243
S4 0.6823 0.6884 0.7196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7454 0.7225 0.0229 3.2% 0.0067 0.9% 5% False True 120,703
10 0.7454 0.7225 0.0229 3.2% 0.0059 0.8% 5% False True 103,452
20 0.7466 0.7225 0.0241 3.3% 0.0065 0.9% 5% False True 100,071
40 0.7484 0.7225 0.0259 3.6% 0.0063 0.9% 4% False True 98,479
60 0.7682 0.7225 0.0457 6.3% 0.0063 0.9% 2% False True 72,227
80 0.7685 0.7225 0.0460 6.4% 0.0061 0.8% 2% False True 54,213
100 0.7814 0.7225 0.0589 8.1% 0.0058 0.8% 2% False True 43,384
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7438
1.618 0.7379
1.000 0.7343
0.618 0.7320
HIGH 0.7284
0.618 0.7261
0.500 0.7255
0.382 0.7248
LOW 0.7225
0.618 0.7189
1.000 0.7166
1.618 0.7130
2.618 0.7071
4.250 0.6974
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 0.7255 0.7302
PP 0.7248 0.7280
S1 0.7242 0.7258

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

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