CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 0.7387 0.7401 0.0014 0.2% 0.7450
High 0.7406 0.7435 0.0029 0.4% 0.7485
Low 0.7348 0.7328 -0.0020 -0.3% 0.7368
Close 0.7404 0.7362 -0.0042 -0.6% 0.7413
Range 0.0058 0.0107 0.0049 84.5% 0.0117
ATR 0.0052 0.0056 0.0004 7.5% 0.0000
Volume 72 79 7 9.7% 193
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7696 0.7636 0.7421
R3 0.7589 0.7529 0.7391
R2 0.7482 0.7482 0.7382
R1 0.7422 0.7422 0.7372 0.7399
PP 0.7375 0.7375 0.7375 0.7363
S1 0.7315 0.7315 0.7352 0.7291
S2 0.7268 0.7268 0.7342
S3 0.7161 0.7208 0.7333
S4 0.7054 0.7101 0.7303
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 0.7328 0.0110 1.5% 0.0058 0.8% 31% False True 52
10 0.7485 0.7328 0.0157 2.1% 0.0053 0.7% 22% False True 38
20 0.7485 0.7323 0.0162 2.2% 0.0052 0.7% 24% False False 25
40 0.7680 0.7323 0.0357 4.8% 0.0045 0.6% 11% False False 19
60 0.7680 0.7323 0.0357 4.8% 0.0036 0.5% 11% False False 13
80 0.7800 0.7323 0.0477 6.5% 0.0030 0.4% 8% False False 12
100 0.7902 0.7323 0.0579 7.9% 0.0028 0.4% 7% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 0.7890
2.618 0.7715
1.618 0.7608
1.000 0.7542
0.618 0.7501
HIGH 0.7435
0.618 0.7394
0.500 0.7382
0.382 0.7369
LOW 0.7328
0.618 0.7262
1.000 0.7221
1.618 0.7155
2.618 0.7048
4.250 0.6873
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 0.7382 0.7383
PP 0.7375 0.7376
S1 0.7369 0.7369

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

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