CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 0.7428 0.7405 -0.0023 -0.3% 0.7450
High 0.7438 0.7438 0.0000 0.0% 0.7485
Low 0.7413 0.7383 -0.0030 -0.4% 0.7368
Close 0.7416 0.7391 -0.0025 -0.3% 0.7413
Range 0.0025 0.0055 0.0030 120.0% 0.0117
ATR 0.0051 0.0052 0.0000 0.5% 0.0000
Volume 10 21 11 110.0% 193
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7569 0.7535 0.7421
R3 0.7514 0.7480 0.7406
R2 0.7459 0.7459 0.7401
R1 0.7425 0.7425 0.7396 0.7415
PP 0.7404 0.7404 0.7404 0.7399
S1 0.7370 0.7370 0.7386 0.7360
S2 0.7349 0.7349 0.7381
S3 0.7294 0.7315 0.7376
S4 0.7239 0.7260 0.7361
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7773 0.7710 0.7477
R3 0.7656 0.7593 0.7445
R2 0.7539 0.7539 0.7434
R1 0.7476 0.7476 0.7424 0.7449
PP 0.7422 0.7422 0.7422 0.7409
S1 0.7359 0.7359 0.7402 0.7332
S2 0.7305 0.7305 0.7392
S3 0.7188 0.7242 0.7381
S4 0.7071 0.7125 0.7349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7368 0.0070 0.9% 0.0046 0.6% 33% True False 35
10 0.7485 0.7326 0.0159 2.2% 0.0049 0.7% 41% False False 25
20 0.7485 0.7323 0.0162 2.2% 0.0049 0.7% 42% False False 21
40 0.7680 0.7323 0.0357 4.8% 0.0042 0.6% 19% False False 15
60 0.7680 0.7323 0.0357 4.8% 0.0034 0.5% 19% False False 11
80 0.7800 0.7323 0.0477 6.5% 0.0028 0.4% 14% False False 10
100 0.7902 0.7323 0.0579 7.8% 0.0027 0.4% 12% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7582
1.618 0.7527
1.000 0.7493
0.618 0.7472
HIGH 0.7438
0.618 0.7417
0.500 0.7411
0.382 0.7404
LOW 0.7383
0.618 0.7349
1.000 0.7328
1.618 0.7294
2.618 0.7239
4.250 0.7149
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 0.7411 0.7407
PP 0.7404 0.7402
S1 0.7398 0.7396

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

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