CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 0.7179 0.7193 0.0014 0.2% 0.7334
High 0.7220 0.7211 -0.0009 -0.1% 0.7363
Low 0.7145 0.7166 0.0021 0.3% 0.7176
Close 0.7185 0.7203 0.0018 0.3% 0.7180
Range 0.0075 0.0045 -0.0030 -40.0% 0.0187
ATR 0.0068 0.0066 -0.0002 -2.4% 0.0000
Volume 121,228 102,640 -18,588 -15.3% 513,078
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7328 0.7311 0.7228
R3 0.7283 0.7266 0.7215
R2 0.7238 0.7238 0.7211
R1 0.7221 0.7221 0.7207 0.7230
PP 0.7193 0.7193 0.7193 0.7198
S1 0.7176 0.7176 0.7199 0.7185
S2 0.7148 0.7148 0.7195
S3 0.7103 0.7131 0.7191
S4 0.7058 0.7086 0.7178
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 0.7313 0.7145 0.0168 2.3% 0.0071 1.0% 35% False False 129,021
10 0.7363 0.7145 0.0218 3.0% 0.0074 1.0% 27% False False 116,700
20 0.7454 0.7145 0.0309 4.3% 0.0067 0.9% 19% False False 114,207
40 0.7466 0.7145 0.0321 4.5% 0.0064 0.9% 18% False False 101,871
60 0.7612 0.7145 0.0467 6.5% 0.0064 0.9% 12% False False 100,752
80 0.7682 0.7145 0.0537 7.5% 0.0063 0.9% 11% False False 76,342
100 0.7814 0.7145 0.0669 9.3% 0.0062 0.9% 9% False False 61,100
120 0.7814 0.7145 0.0669 9.3% 0.0059 0.8% 9% False False 50,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7329
1.618 0.7284
1.000 0.7256
0.618 0.7239
HIGH 0.7211
0.618 0.7194
0.500 0.7189
0.382 0.7183
LOW 0.7166
0.618 0.7138
1.000 0.7121
1.618 0.7093
2.618 0.7048
4.250 0.6975
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 0.7198 0.7199
PP 0.7193 0.7195
S1 0.7189 0.7191

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

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