CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	0.7386	0.7386	0.0000	0.0%	0.7403
High	0.7427	0.7445	0.0018	0.2%	0.7445
Low	0.7362	0.7377	0.0015	0.2%	0.7313
Close	0.7380	0.7428	0.0048	0.7%	0.7428
Range	0.0065	0.0068	0.0003	4.6%	0.0132
ATR	0.0064	0.0064	0.0000	0.5%	0.0000
Volume	121,724	90,594	-31,130	-25.6%	399,147

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7592	0.7465
R3	0.7553	0.7524	0.7447
R2	0.7485	0.7485	0.7440
R1	0.7456	0.7456	0.7434	0.7471
PP	0.7417	0.7417	0.7417	0.7424
S1	0.7388	0.7388	0.7422	0.7403
S2	0.7349	0.7349	0.7416
S3	0.7281	0.7320	0.7409
S4	0.7213	0.7252	0.7391

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7742	0.7501
R3	0.7659	0.7610	0.7464
R2	0.7527	0.7527	0.7452
R1	0.7478	0.7478	0.7440	0.7503
PP	0.7395	0.7395	0.7395	0.7408
S1	0.7346	0.7346	0.7416	0.7371
S2	0.7263	0.7263	0.7404
S3	0.7131	0.7214	0.7392
S4	0.6999	0.7082	0.7355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7445	0.7313	0.0132	1.8%	0.0078	1.1%	87%	True	False	101,375
10	0.7445	0.7313	0.0132	1.8%	0.0067	0.9%	87%	True	False	102,856
20	0.7632	0.7313	0.0319	4.3%	0.0063	0.9%	36%	False	False	87,308
40	0.7682	0.7313	0.0369	5.0%	0.0061	0.8%	31%	False	False	44,197
60	0.7814	0.7313	0.0501	6.7%	0.0058	0.8%	23%	False	False	29,504
80	0.7905	0.7313	0.0592	8.0%	0.0056	0.8%	19%	False	False	22,142

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7734
2.618	0.7623
1.618	0.7555
1.000	0.7513
0.618	0.7487
HIGH	0.7445
0.618	0.7419
0.500	0.7411
0.382	0.7403
LOW	0.7377
0.618	0.7335
1.000	0.7309
1.618	0.7267
2.618	0.7199
4.250	0.7088

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	0.7422	0.7412
PP	0.7417	0.7397
S1	0.7411	0.7381

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