CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 0.7338 0.7386 0.0048 0.7% 0.7442
High 0.7406 0.7427 0.0021 0.3% 0.7443
Low 0.7317 0.7362 0.0045 0.6% 0.7323
Close 0.7373 0.7380 0.0007 0.1% 0.7398
Range 0.0089 0.0065 -0.0024 -27.0% 0.0120
ATR 0.0064 0.0064 0.0000 0.1% 0.0000
Volume 94,852 121,724 26,872 28.3% 534,877
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7585 0.7547 0.7416
R3 0.7520 0.7482 0.7398
R2 0.7455 0.7455 0.7392
R1 0.7417 0.7417 0.7386 0.7404
PP 0.7390 0.7390 0.7390 0.7383
S1 0.7352 0.7352 0.7374 0.7339
S2 0.7325 0.7325 0.7368
S3 0.7260 0.7287 0.7362
S4 0.7195 0.7222 0.7344
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 0.7427 0.7313 0.0114 1.5% 0.0071 1.0% 59% True False 103,048
10 0.7444 0.7313 0.0131 1.8% 0.0065 0.9% 51% False False 104,764
20 0.7678 0.7313 0.0365 4.9% 0.0063 0.9% 18% False False 83,062
40 0.7682 0.7313 0.0369 5.0% 0.0061 0.8% 18% False False 41,934
60 0.7814 0.7313 0.0501 6.8% 0.0058 0.8% 13% False False 27,995
80 0.7905 0.7313 0.0592 8.0% 0.0055 0.7% 11% False False 21,010
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7703
2.618 0.7597
1.618 0.7532
1.000 0.7492
0.618 0.7467
HIGH 0.7427
0.618 0.7402
0.500 0.7395
0.382 0.7387
LOW 0.7362
0.618 0.7322
1.000 0.7297
1.618 0.7257
2.618 0.7192
4.250 0.7086
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 0.7395 0.7377
PP 0.7390 0.7373
S1 0.7385 0.7370

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

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