CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 0.7401 0.7358 -0.0043 -0.6% 0.7428
High 0.7435 0.7429 -0.0006 -0.1% 0.7438
Low 0.7328 0.7322 -0.0006 -0.1% 0.7322
Close 0.7362 0.7429 0.0067 0.9% 0.7429
Range 0.0107 0.0107 0.0000 0.0% 0.0116
ATR 0.0056 0.0060 0.0004 6.5% 0.0000
Volume 79 51 -28 -35.4% 233
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7714 0.7679 0.7488
R3 0.7607 0.7572 0.7458
R2 0.7500 0.7500 0.7449
R1 0.7465 0.7465 0.7439 0.7483
PP 0.7393 0.7393 0.7393 0.7402
S1 0.7358 0.7358 0.7419 0.7376
S2 0.7286 0.7286 0.7409
S3 0.7179 0.7251 0.7400
S4 0.7072 0.7144 0.7370
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7744 0.7703 0.7493
R3 0.7628 0.7587 0.7461
R2 0.7512 0.7512 0.7450
R1 0.7471 0.7471 0.7440 0.7492
PP 0.7396 0.7396 0.7396 0.7407
S1 0.7355 0.7355 0.7418 0.7376
S2 0.7280 0.7280 0.7408
S3 0.7164 0.7239 0.7397
S4 0.7048 0.7123 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7322 0.0116 1.6% 0.0070 0.9% 92% False True 46
10 0.7485 0.7322 0.0163 2.2% 0.0058 0.8% 66% False True 42
20 0.7485 0.7322 0.0163 2.2% 0.0056 0.7% 66% False True 26
40 0.7680 0.7322 0.0358 4.8% 0.0047 0.6% 30% False True 20
60 0.7680 0.7322 0.0358 4.8% 0.0037 0.5% 30% False True 14
80 0.7800 0.7322 0.0478 6.4% 0.0031 0.4% 22% False True 12
100 0.7902 0.7322 0.0580 7.8% 0.0029 0.4% 18% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0015
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7709
1.618 0.7602
1.000 0.7536
0.618 0.7495
HIGH 0.7429
0.618 0.7388
0.500 0.7376
0.382 0.7363
LOW 0.7322
0.618 0.7256
1.000 0.7215
1.618 0.7149
2.618 0.7042
4.250 0.6867
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 0.7411 0.7412
PP 0.7393 0.7395
S1 0.7376 0.7379

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

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