CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 22-Jun-2018

Day Change Summary
	Previous	Current
	21-Jun-2018	22-Jun-2018	Change	Change %	Previous Week
Open	0.7365	0.7378	0.0013	0.2%	0.7441
High	0.7395	0.7444	0.0049	0.7%	0.7457
Low	0.7345	0.7375	0.0030	0.4%	0.7345
Close	0.7392	0.7440	0.0048	0.6%	0.7440
Range	0.0050	0.0069	0.0019	38.0%	0.0112
ATR	0.0060	0.0061	0.0001	1.1%	0.0000
Volume	109,675	94,542	-15,133	-13.8%	519,643

Daily Pivots for day following 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7627	0.7602	0.7478
R3	0.7558	0.7533	0.7459
R2	0.7489	0.7489	0.7453
R1	0.7464	0.7464	0.7446	0.7477
PP	0.7420	0.7420	0.7420	0.7426
S1	0.7395	0.7395	0.7434	0.7408
S2	0.7351	0.7351	0.7427
S3	0.7282	0.7326	0.7421
S4	0.7213	0.7257	0.7402

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7707	0.7502
R3	0.7638	0.7595	0.7471
R2	0.7526	0.7526	0.7461
R1	0.7483	0.7483	0.7450	0.7449
PP	0.7414	0.7414	0.7414	0.7397
S1	0.7371	0.7371	0.7430	0.7337
S2	0.7302	0.7302	0.7419
S3	0.7190	0.7259	0.7409
S4	0.7078	0.7147	0.7378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7457	0.7345	0.0112	1.5%	0.0057	0.8%	85%	False	False	103,928
10	0.7628	0.7345	0.0283	3.8%	0.0060	0.8%	34%	False	False	80,584
20	0.7682	0.7345	0.0337	4.5%	0.0064	0.9%	28%	False	False	41,464
40	0.7682	0.7345	0.0337	4.5%	0.0060	0.8%	28%	False	False	20,875
60	0.7814	0.7345	0.0469	6.3%	0.0055	0.7%	20%	False	False	13,946
80	0.7905	0.7345	0.0560	7.5%	0.0051	0.7%	17%	False	False	10,468

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7737
2.618	0.7625
1.618	0.7556
1.000	0.7513
0.618	0.7487
HIGH	0.7444
0.618	0.7418
0.500	0.7410
0.382	0.7401
LOW	0.7375
0.618	0.7332
1.000	0.7306
1.618	0.7263
2.618	0.7194
4.250	0.7082

Fisher Pivots for day following 22-Jun-2018
Pivot	1 day	3 day
R1	0.7430	0.7425
PP	0.7420	0.7410
S1	0.7410	0.7395

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols