CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 0.7262 0.7188 -0.0074 -1.0% 0.7338
High 0.7268 0.7238 -0.0030 -0.4% 0.7366
Low 0.7179 0.7161 -0.0018 -0.3% 0.7179
Close 0.7182 0.7183 0.0001 0.0% 0.7182
Range 0.0089 0.0077 -0.0012 -13.5% 0.0187
ATR 0.0062 0.0063 0.0001 1.8% 0.0000
Volume 1,423 2,164 741 52.1% 4,354
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7425 0.7381 0.7225
R3 0.7348 0.7304 0.7204
R2 0.7271 0.7271 0.7197
R1 0.7227 0.7227 0.7190 0.7211
PP 0.7194 0.7194 0.7194 0.7186
S1 0.7150 0.7150 0.7176 0.7134
S2 0.7117 0.7117 0.7169
S3 0.7040 0.7073 0.7162
S4 0.6963 0.6996 0.7141
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7803 0.7680 0.7285
R3 0.7616 0.7493 0.7233
R2 0.7429 0.7429 0.7216
R1 0.7306 0.7306 0.7199 0.7274
PP 0.7242 0.7242 0.7242 0.7227
S1 0.7119 0.7119 0.7165 0.7087
S2 0.7055 0.7055 0.7148
S3 0.6868 0.6932 0.7131
S4 0.6681 0.6745 0.7079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7161 0.0205 2.9% 0.0068 0.9% 11% False True 1,232
10 0.7383 0.7161 0.0222 3.1% 0.0068 0.9% 10% False True 1,134
20 0.7453 0.7161 0.0292 4.1% 0.0063 0.9% 8% False True 764
40 0.7471 0.7161 0.0310 4.3% 0.0058 0.8% 7% False True 405
60 0.7630 0.7161 0.0469 6.5% 0.0055 0.8% 5% False True 276
80 0.7680 0.7161 0.0519 7.2% 0.0047 0.7% 4% False True 208
100 0.7800 0.7161 0.0639 8.9% 0.0041 0.6% 3% False True 168
120 0.7815 0.7161 0.0654 9.1% 0.0037 0.5% 3% False True 141
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7565
2.618 0.7440
1.618 0.7363
1.000 0.7315
0.618 0.7286
HIGH 0.7238
0.618 0.7209
0.500 0.7200
0.382 0.7190
LOW 0.7161
0.618 0.7113
1.000 0.7084
1.618 0.7036
2.618 0.6959
4.250 0.6834
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 0.7200 0.7238
PP 0.7194 0.7220
S1 0.7189 0.7201

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

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