CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 0.7191 0.7153 -0.0038 -0.5% 0.7105
High 0.7216 0.7193 -0.0023 -0.3% 0.7229
Low 0.7151 0.7143 -0.0008 -0.1% 0.7085
Close 0.7166 0.7192 0.0026 0.4% 0.7166
Range 0.0065 0.0050 -0.0015 -23.1% 0.0144
ATR 0.0066 0.0065 -0.0001 -1.7% 0.0000
Volume 35,037 2,901 -32,136 -91.7% 566,947
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7326 0.7309 0.7220
R3 0.7276 0.7259 0.7206
R2 0.7226 0.7226 0.7201
R1 0.7209 0.7209 0.7197 0.7218
PP 0.7176 0.7176 0.7176 0.7180
S1 0.7159 0.7159 0.7187 0.7168
S2 0.7126 0.7126 0.7183
S3 0.7076 0.7109 0.7178
S4 0.7026 0.7059 0.7165
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7592 0.7523 0.7245
R3 0.7448 0.7379 0.7206
R2 0.7304 0.7304 0.7192
R1 0.7235 0.7235 0.7179 0.7270
PP 0.7160 0.7160 0.7160 0.7177
S1 0.7091 0.7091 0.7153 0.7126
S2 0.7016 0.7016 0.7140
S3 0.6872 0.6947 0.7126
S4 0.6728 0.6803 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7229 0.7085 0.0144 2.0% 0.0062 0.9% 74% False False 96,863
10 0.7236 0.7085 0.0151 2.1% 0.0064 0.9% 71% False False 112,741
20 0.7382 0.7085 0.0297 4.1% 0.0066 0.9% 36% False False 108,567
40 0.7466 0.7085 0.0381 5.3% 0.0063 0.9% 28% False False 103,699
60 0.7484 0.7085 0.0399 5.5% 0.0064 0.9% 27% False False 101,539
80 0.7682 0.7085 0.0597 8.3% 0.0064 0.9% 18% False False 85,346
100 0.7682 0.7085 0.0597 8.3% 0.0062 0.9% 18% False False 68,329
120 0.7814 0.7085 0.0729 10.1% 0.0060 0.8% 15% False False 56,957
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7324
1.618 0.7274
1.000 0.7243
0.618 0.7224
HIGH 0.7193
0.618 0.7174
0.500 0.7168
0.382 0.7162
LOW 0.7143
0.618 0.7112
1.000 0.7093
1.618 0.7062
2.618 0.7012
4.250 0.6931
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 0.7184 0.7190
PP 0.7176 0.7188
S1 0.7168 0.7186

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

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