CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.7418 0.7392 -0.0026 -0.4% 0.7441
High 0.7425 0.7409 -0.0016 -0.2% 0.7457
Low 0.7382 0.7323 -0.0059 -0.8% 0.7345
Close 0.7396 0.7354 -0.0042 -0.6% 0.7440
Range 0.0043 0.0086 0.0043 100.0% 0.0112
ATR 0.0058 0.0060 0.0002 3.4% 0.0000
Volume 91,483 140,696 49,213 53.8% 519,643
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7620 0.7573 0.7401
R3 0.7534 0.7487 0.7378
R2 0.7448 0.7448 0.7370
R1 0.7401 0.7401 0.7362 0.7382
PP 0.7362 0.7362 0.7362 0.7352
S1 0.7315 0.7315 0.7346 0.7296
S2 0.7276 0.7276 0.7338
S3 0.7190 0.7229 0.7330
S4 0.7104 0.7143 0.7307
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 0.7444 0.7323 0.0121 1.6% 0.0059 0.8% 26% False True 106,480
10 0.7587 0.7323 0.0264 3.6% 0.0061 0.8% 12% False True 102,768
20 0.7682 0.7323 0.0359 4.9% 0.0061 0.8% 9% False True 57,748
40 0.7682 0.7323 0.0359 4.9% 0.0060 0.8% 9% False True 29,065
60 0.7814 0.7323 0.0491 6.7% 0.0056 0.8% 6% False True 19,414
80 0.7905 0.7323 0.0582 7.9% 0.0053 0.7% 5% False True 14,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7775
2.618 0.7634
1.618 0.7548
1.000 0.7495
0.618 0.7462
HIGH 0.7409
0.618 0.7376
0.500 0.7366
0.382 0.7356
LOW 0.7323
0.618 0.7270
1.000 0.7237
1.618 0.7184
2.618 0.7098
4.250 0.6958
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.7366 0.7383
PP 0.7362 0.7373
S1 0.7358 0.7364

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

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