CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 0.7392 0.7344 -0.0048 -0.6% 0.7441
High 0.7409 0.7363 -0.0046 -0.6% 0.7457
Low 0.7323 0.7332 0.0009 0.1% 0.7345
Close 0.7354 0.7349 -0.0005 -0.1% 0.7440
Range 0.0086 0.0031 -0.0055 -64.0% 0.0112
ATR 0.0060 0.0058 -0.0002 -3.5% 0.0000
Volume 140,696 98,960 -41,736 -29.7% 519,643
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7441 0.7426 0.7366
R3 0.7410 0.7395 0.7358
R2 0.7379 0.7379 0.7355
R1 0.7364 0.7364 0.7352 0.7372
PP 0.7348 0.7348 0.7348 0.7352
S1 0.7333 0.7333 0.7346 0.7341
S2 0.7317 0.7317 0.7343
S3 0.7286 0.7302 0.7340
S4 0.7255 0.7271 0.7332
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% 0.0055 0.7% 21% False False 104,337
10 0.7484 0.7323 0.0161 2.2% 0.0053 0.7% 16% False False 105,668
20 0.7682 0.7323 0.0359 4.9% 0.0061 0.8% 7% False False 62,638
40 0.7682 0.7323 0.0359 4.9% 0.0059 0.8% 7% False False 31,537
60 0.7814 0.7323 0.0491 6.7% 0.0056 0.8% 5% False False 21,062
80 0.7905 0.7323 0.0582 7.9% 0.0053 0.7% 4% False False 15,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7495
2.618 0.7444
1.618 0.7413
1.000 0.7394
0.618 0.7382
HIGH 0.7363
0.618 0.7351
0.500 0.7348
0.382 0.7344
LOW 0.7332
0.618 0.7313
1.000 0.7301
1.618 0.7282
2.618 0.7251
4.250 0.7200
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 0.7349 0.7374
PP 0.7348 0.7366
S1 0.7348 0.7357

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

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