CME Australian Dollar Future December 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 0.7399 0.7388 -0.0011 -0.1% 0.7401
High 0.7415 0.7444 0.0029 0.4% 0.7444
Low 0.7371 0.7385 0.0014 0.2% 0.7323
Close 0.7385 0.7433 0.0048 0.6% 0.7433
Range 0.0044 0.0059 0.0015 34.1% 0.0121
ATR 0.0052 0.0052 0.0001 1.0% 0.0000
Volume 7 13 6 85.7% 74
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7598 0.7574 0.7465
R3 0.7539 0.7515 0.7449
R2 0.7480 0.7480 0.7444
R1 0.7456 0.7456 0.7438 0.7468
PP 0.7421 0.7421 0.7421 0.7427
S1 0.7397 0.7397 0.7428 0.7409
S2 0.7362 0.7362 0.7422
S3 0.7303 0.7338 0.7417
S4 0.7244 0.7279 0.7401
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7763 0.7719 0.7500
R3 0.7642 0.7598 0.7466
R2 0.7521 0.7521 0.7455
R1 0.7477 0.7477 0.7444 0.7499
PP 0.7400 0.7400 0.7400 0.7411
S1 0.7356 0.7356 0.7422 0.7378
S2 0.7279 0.7279 0.7411
S3 0.7158 0.7235 0.7400
S4 0.7037 0.7114 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7444 0.7323 0.0121 1.6% 0.0066 0.9% 91% True False 15
10 0.7445 0.7323 0.0122 1.6% 0.0054 0.7% 90% False False 11
20 0.7630 0.7323 0.0307 4.1% 0.0050 0.7% 36% False False 14
40 0.7680 0.7323 0.0357 4.8% 0.0036 0.5% 31% False False 10
60 0.7800 0.7323 0.0477 6.4% 0.0029 0.4% 23% False False 9
80 0.7902 0.7323 0.0579 7.8% 0.0027 0.4% 19% False False 8
100 0.7961 0.7323 0.0638 8.6% 0.0026 0.4% 17% False False 7
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7598
1.618 0.7539
1.000 0.7503
0.618 0.7480
HIGH 0.7444
0.618 0.7421
0.500 0.7415
0.382 0.7408
LOW 0.7385
0.618 0.7349
1.000 0.7326
1.618 0.7290
2.618 0.7231
4.250 0.7134
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 0.7427 0.7417
PP 0.7421 0.7401
S1 0.7415 0.7385

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

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