CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 02-Jul-2018
Day Change Summary
Previous Current
29-Jun-2018 02-Jul-2018 Change Change % Previous Week
Open 0.7351 0.7403 0.0052 0.7% 0.7442
High 0.7412 0.7408 -0.0004 -0.1% 0.7443
Low 0.7337 0.7313 -0.0024 -0.3% 0.7323
Close 0.7398 0.7324 -0.0074 -1.0% 0.7398
Range 0.0075 0.0095 0.0020 26.7% 0.0120
ATR 0.0059 0.0062 0.0003 4.3% 0.0000
Volume 107,731 91,977 -15,754 -14.6% 534,877
Daily Pivots for day following 02-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7633 0.7574 0.7376
R3 0.7538 0.7479 0.7350
R2 0.7443 0.7443 0.7341
R1 0.7384 0.7384 0.7333 0.7366
PP 0.7348 0.7348 0.7348 0.7340
S1 0.7289 0.7289 0.7315 0.7271
S2 0.7253 0.7253 0.7307
S3 0.7158 0.7194 0.7298
S4 0.7063 0.7099 0.7272
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7748 0.7693 0.7464
R3 0.7628 0.7573 0.7431
R2 0.7508 0.7508 0.7420
R1 0.7453 0.7453 0.7409 0.7421
PP 0.7388 0.7388 0.7388 0.7372
S1 0.7333 0.7333 0.7387 0.7301
S2 0.7268 0.7268 0.7376
S3 0.7148 0.7213 0.7365
S4 0.7028 0.7093 0.7332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7425 0.7313 0.0112 1.5% 0.0066 0.9% 10% False True 106,169
10 0.7444 0.7313 0.0131 1.8% 0.0062 0.8% 8% False True 106,474
20 0.7682 0.7313 0.0369 5.0% 0.0061 0.8% 3% False True 72,461
40 0.7682 0.7313 0.0369 5.0% 0.0061 0.8% 3% False True 36,525
60 0.7814 0.7313 0.0501 6.8% 0.0057 0.8% 2% False True 24,388
80 0.7905 0.7313 0.0592 8.1% 0.0054 0.7% 2% False True 18,303
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7812
2.618 0.7657
1.618 0.7562
1.000 0.7503
0.618 0.7467
HIGH 0.7408
0.618 0.7372
0.500 0.7361
0.382 0.7349
LOW 0.7313
0.618 0.7254
1.000 0.7218
1.618 0.7159
2.618 0.7064
4.250 0.6909
Fisher Pivots for day following 02-Jul-2018
Pivot 1 day 3 day
R1 0.7361 0.7363
PP 0.7348 0.7350
S1 0.7336 0.7337

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

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