CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	0.7461	0.7437	-0.0024	-0.3%	0.7403
High	0.7482	0.7438	-0.0044	-0.6%	0.7445
Low	0.7430	0.7363	-0.0067	-0.9%	0.7313
Close	0.7466	0.7376	-0.0090	-1.2%	0.7428
Range	0.0052	0.0075	0.0023	44.2%	0.0132
ATR	0.0063	0.0066	0.0003	4.6%	0.0000
Volume	73,284	114,824	41,540	56.7%	399,147

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7617	0.7572	0.7417
R3	0.7542	0.7497	0.7397
R2	0.7467	0.7467	0.7390
R1	0.7422	0.7422	0.7383	0.7407
PP	0.7392	0.7392	0.7392	0.7385
S1	0.7347	0.7347	0.7369	0.7332
S2	0.7317	0.7317	0.7362
S3	0.7242	0.7272	0.7355
S4	0.7167	0.7197	0.7335

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	0.7484	0.7362	0.0122	1.7%	0.0063	0.9%	11%	False	False	95,447
10	0.7484	0.7313	0.0171	2.3%	0.0069	0.9%	37%	False	False	101,145
20	0.7612	0.7313	0.0299	4.1%	0.0065	0.9%	21%	False	False	98,513
40	0.7682	0.7313	0.0369	5.0%	0.0062	0.8%	17%	False	False	50,812
60	0.7814	0.7313	0.0501	6.8%	0.0060	0.8%	13%	False	False	33,919
80	0.7814	0.7313	0.0501	6.8%	0.0056	0.8%	13%	False	False	25,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7634
1.618	0.7559
1.000	0.7513
0.618	0.7484
HIGH	0.7438
0.618	0.7409
0.500	0.7401
0.382	0.7392
LOW	0.7363
0.618	0.7317
1.000	0.7288
1.618	0.7242
2.618	0.7167
4.250	0.7044

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	0.7401	0.7424
PP	0.7392	0.7408
S1	0.7384	0.7392

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