CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 21-Jun-2018
Day Change Summary
Previous Current
20-Jun-2018 21-Jun-2018 Change Change % Previous Week
Open 0.7380 0.7365 -0.0015 -0.2% 0.7599
High 0.7406 0.7395 -0.0011 -0.1% 0.7628
Low 0.7365 0.7345 -0.0020 -0.3% 0.7443
Close 0.7369 0.7392 0.0023 0.3% 0.7452
Range 0.0041 0.0050 0.0009 21.9% 0.0185
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 107,395 109,675 2,280 2.1% 286,203
Daily Pivots for day following 21-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7527 0.7510 0.7420
R3 0.7477 0.7460 0.7406
R2 0.7427 0.7427 0.7401
R1 0.7410 0.7410 0.7397 0.7419
PP 0.7377 0.7377 0.7377 0.7382
S1 0.7360 0.7360 0.7387 0.7369
S2 0.7327 0.7327 0.7383
S3 0.7277 0.7310 0.7378
S4 0.7227 0.7260 0.7365
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8063 0.7942 0.7554
R3 0.7878 0.7757 0.7503
R2 0.7693 0.7693 0.7486
R1 0.7572 0.7572 0.7469 0.7540
PP 0.7508 0.7508 0.7508 0.7492
S1 0.7387 0.7387 0.7435 0.7355
S2 0.7323 0.7323 0.7418
S3 0.7138 0.7202 0.7401
S4 0.6953 0.7017 0.7350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7345 0.0139 1.9% 0.0051 0.7% 34% False True 106,999
10 0.7632 0.7345 0.0287 3.9% 0.0060 0.8% 16% False True 71,759
20 0.7682 0.7345 0.0337 4.6% 0.0062 0.8% 14% False True 36,768
40 0.7682 0.7345 0.0337 4.6% 0.0059 0.8% 14% False True 18,512
60 0.7814 0.7345 0.0469 6.3% 0.0055 0.7% 10% False True 12,375
80 0.7905 0.7345 0.0560 7.6% 0.0051 0.7% 8% False True 9,286
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7526
1.618 0.7476
1.000 0.7445
0.618 0.7426
HIGH 0.7395
0.618 0.7376
0.500 0.7370
0.382 0.7364
LOW 0.7345
0.618 0.7314
1.000 0.7295
1.618 0.7264
2.618 0.7214
4.250 0.7133
Fisher Pivots for day following 21-Jun-2018
Pivot 1 day 3 day
R1 0.7385 0.7390
PP 0.7377 0.7389
S1 0.7370 0.7387

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

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