CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7379 0.7404 0.0025 0.3% 0.7425
High 0.7416 0.7414 -0.0002 0.0% 0.7466
Low 0.7371 0.7387 0.0016 0.2% 0.7361
Close 0.7405 0.7411 0.0006 0.1% 0.7405
Range 0.0045 0.0027 -0.0018 -40.0% 0.0105
ATR 0.0070 0.0067 -0.0003 -4.4% 0.0000
Volume 73,900 56,112 -17,788 -24.1% 456,714
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7485 0.7475 0.7426
R3 0.7458 0.7448 0.7418
R2 0.7431 0.7431 0.7416
R1 0.7421 0.7421 0.7413 0.7426
PP 0.7404 0.7404 0.7404 0.7407
S1 0.7394 0.7394 0.7409 0.7399
S2 0.7377 0.7377 0.7406
S3 0.7350 0.7367 0.7404
S4 0.7323 0.7340 0.7396
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7726 0.7670 0.7463
R3 0.7621 0.7565 0.7434
R2 0.7516 0.7516 0.7424
R1 0.7460 0.7460 0.7415 0.7436
PP 0.7411 0.7411 0.7411 0.7398
S1 0.7355 0.7355 0.7395 0.7331
S2 0.7306 0.7306 0.7386
S3 0.7201 0.7250 0.7376
S4 0.7096 0.7145 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7466 0.7361 0.0105 1.4% 0.0062 0.8% 48% False False 85,934
10 0.7466 0.7318 0.0148 2.0% 0.0074 1.0% 63% False False 94,335
20 0.7484 0.7313 0.0171 2.3% 0.0069 0.9% 57% False False 91,390
40 0.7682 0.7313 0.0369 5.0% 0.0066 0.9% 27% False False 79,679
60 0.7682 0.7313 0.0369 5.0% 0.0063 0.9% 27% False False 53,281
80 0.7814 0.7313 0.0501 6.8% 0.0060 0.8% 20% False False 39,990
100 0.7905 0.7313 0.0592 8.0% 0.0056 0.8% 17% False False 32,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 0.7529
2.618 0.7485
1.618 0.7458
1.000 0.7441
0.618 0.7431
HIGH 0.7414
0.618 0.7404
0.500 0.7401
0.382 0.7397
LOW 0.7387
0.618 0.7370
1.000 0.7360
1.618 0.7343
2.618 0.7316
4.250 0.7272
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7408 0.7419
PP 0.7404 0.7416
S1 0.7401 0.7414

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

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