CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 0.7190 0.7179 -0.0011 -0.2% 0.7334
High 0.7236 0.7220 -0.0016 -0.2% 0.7363
Low 0.7158 0.7145 -0.0013 -0.2% 0.7176
Close 0.7180 0.7185 0.0005 0.1% 0.7180
Range 0.0078 0.0075 -0.0003 -3.8% 0.0187
ATR 0.0067 0.0068 0.0001 0.8% 0.0000
Volume 179,509 121,228 -58,281 -32.5% 513,078
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7408 0.7372 0.7226
R3 0.7333 0.7297 0.7206
R2 0.7258 0.7258 0.7199
R1 0.7222 0.7222 0.7192 0.7240
PP 0.7183 0.7183 0.7183 0.7193
S1 0.7147 0.7147 0.7178 0.7165
S2 0.7108 0.7108 0.7171
S3 0.7033 0.7072 0.7164
S4 0.6958 0.6997 0.7144
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7801 0.7677 0.7283
R3 0.7614 0.7490 0.7231
R2 0.7427 0.7427 0.7214
R1 0.7303 0.7303 0.7197 0.7272
PP 0.7240 0.7240 0.7240 0.7224
S1 0.7116 0.7116 0.7163 0.7085
S2 0.7053 0.7053 0.7146
S3 0.6866 0.6929 0.7129
S4 0.6679 0.6742 0.7077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7350 0.7145 0.0205 2.9% 0.0077 1.1% 20% False True 129,970
10 0.7375 0.7145 0.0230 3.2% 0.0073 1.0% 17% False True 117,792
20 0.7454 0.7145 0.0309 4.3% 0.0067 0.9% 13% False True 113,670
40 0.7466 0.7145 0.0321 4.5% 0.0065 0.9% 12% False True 102,176
60 0.7628 0.7145 0.0483 6.7% 0.0065 0.9% 8% False True 99,379
80 0.7682 0.7145 0.0537 7.5% 0.0063 0.9% 7% False True 75,060
100 0.7814 0.7145 0.0669 9.3% 0.0062 0.9% 6% False True 60,074
120 0.7814 0.7145 0.0669 9.3% 0.0059 0.8% 6% False True 50,070
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7539
2.618 0.7416
1.618 0.7341
1.000 0.7295
0.618 0.7266
HIGH 0.7220
0.618 0.7191
0.500 0.7183
0.382 0.7174
LOW 0.7145
0.618 0.7099
1.000 0.7070
1.618 0.7024
2.618 0.6949
4.250 0.6826
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 0.7184 0.7206
PP 0.7183 0.7199
S1 0.7183 0.7192

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

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