CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 0.7356 0.7425 0.0069 0.9% 0.7412
High 0.7431 0.7439 0.0008 0.1% 0.7444
Low 0.7318 0.7373 0.0055 0.8% 0.7318
Close 0.7426 0.7379 -0.0047 -0.6% 0.7426
Range 0.0113 0.0066 -0.0047 -41.6% 0.0126
ATR 0.0070 0.0070 0.0000 -0.4% 0.0000
Volume 130,868 83,154 -47,714 -36.5% 498,826
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7595 0.7553 0.7415
R3 0.7529 0.7487 0.7397
R2 0.7463 0.7463 0.7391
R1 0.7421 0.7421 0.7385 0.7409
PP 0.7397 0.7397 0.7397 0.7391
S1 0.7355 0.7355 0.7373 0.7343
S2 0.7331 0.7331 0.7367
S3 0.7265 0.7289 0.7361
S4 0.7199 0.7223 0.7343
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7774 0.7726 0.7495
R3 0.7648 0.7600 0.7461
R2 0.7522 0.7522 0.7449
R1 0.7474 0.7474 0.7438 0.7498
PP 0.7396 0.7396 0.7396 0.7408
S1 0.7348 0.7348 0.7414 0.7372
S2 0.7270 0.7270 0.7403
S3 0.7144 0.7222 0.7391
S4 0.7018 0.7096 0.7357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7444 0.7318 0.0126 1.7% 0.0086 1.2% 48% False False 102,736
10 0.7482 0.7318 0.0164 2.2% 0.0071 1.0% 37% False False 92,218
20 0.7484 0.7313 0.0171 2.3% 0.0068 0.9% 39% False False 96,650
40 0.7682 0.7313 0.0369 5.0% 0.0066 0.9% 18% False False 69,057
60 0.7682 0.7313 0.0369 5.0% 0.0063 0.8% 18% False False 46,133
80 0.7814 0.7313 0.0501 6.8% 0.0058 0.8% 13% False False 34,622
100 0.7905 0.7313 0.0592 8.0% 0.0055 0.7% 11% False False 27,704
Crabel Price Patterns
NR True
NR4 False
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7612
1.618 0.7546
1.000 0.7505
0.618 0.7480
HIGH 0.7439
0.618 0.7414
0.500 0.7406
0.382 0.7398
LOW 0.7373
0.618 0.7332
1.000 0.7307
1.618 0.7266
2.618 0.7200
4.250 0.7092
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 0.7406 0.7381
PP 0.7397 0.7380
S1 0.7388 0.7380

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

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