CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 0.7388 0.7450 0.0062 0.8% 0.7401
High 0.7444 0.7485 0.0041 0.6% 0.7444
Low 0.7385 0.7450 0.0065 0.9% 0.7323
Close 0.7433 0.7472 0.0039 0.5% 0.7433
Range 0.0059 0.0035 -0.0024 -40.7% 0.0121
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 13 34 21 161.5% 74
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7574 0.7558 0.7491
R3 0.7539 0.7523 0.7482
R2 0.7504 0.7504 0.7478
R1 0.7488 0.7488 0.7475 0.7496
PP 0.7469 0.7469 0.7469 0.7473
S1 0.7453 0.7453 0.7469 0.7461
S2 0.7434 0.7434 0.7466
S3 0.7399 0.7418 0.7462
S4 0.7364 0.7383 0.7453
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 0.7485 0.7323 0.0162 2.2% 0.0060 0.8% 92% True False 21
10 0.7485 0.7323 0.0162 2.2% 0.0051 0.7% 92% True False 13
20 0.7630 0.7323 0.0307 4.1% 0.0049 0.7% 49% False False 16
40 0.7680 0.7323 0.0357 4.8% 0.0036 0.5% 42% False False 11
60 0.7800 0.7323 0.0477 6.4% 0.0030 0.4% 31% False False 9
80 0.7815 0.7323 0.0492 6.6% 0.0027 0.4% 30% False False 8
100 0.7961 0.7323 0.0638 8.5% 0.0027 0.4% 23% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7577
1.618 0.7542
1.000 0.7520
0.618 0.7507
HIGH 0.7485
0.618 0.7472
0.500 0.7468
0.382 0.7463
LOW 0.7450
0.618 0.7428
1.000 0.7415
1.618 0.7393
2.618 0.7358
4.250 0.7301
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 0.7471 0.7457
PP 0.7469 0.7443
S1 0.7468 0.7428

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

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