CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-Jul-2018
Day Change Summary
Previous Current
24-Jul-2018 25-Jul-2018 Change Change % Previous Week
Open 0.7379 0.7431 0.0052 0.7% 0.7428
High 0.7436 0.7465 0.0029 0.4% 0.7438
Low 0.7370 0.7400 0.0030 0.4% 0.7322
Close 0.7422 0.7443 0.0021 0.3% 0.7429
Range 0.0066 0.0065 -0.0001 -1.5% 0.0116
ATR 0.0060 0.0060 0.0000 0.6% 0.0000
Volume 20 44 24 120.0% 233
Daily Pivots for day following 25-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7631 0.7602 0.7479
R3 0.7566 0.7537 0.7461
R2 0.7501 0.7501 0.7455
R1 0.7472 0.7472 0.7449 0.7487
PP 0.7436 0.7436 0.7436 0.7443
S1 0.7407 0.7407 0.7437 0.7422
S2 0.7371 0.7371 0.7431
S3 0.7306 0.7342 0.7425
S4 0.7241 0.7277 0.7407
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 0.7465 0.7322 0.0143 1.9% 0.0080 1.1% 85% True False 46
10 0.7465 0.7322 0.0143 1.9% 0.0064 0.9% 85% True False 43
20 0.7485 0.7322 0.0163 2.2% 0.0060 0.8% 74% False False 31
40 0.7680 0.7322 0.0358 4.8% 0.0050 0.7% 34% False False 23
60 0.7680 0.7322 0.0358 4.8% 0.0039 0.5% 34% False False 16
80 0.7800 0.7322 0.0478 6.4% 0.0032 0.4% 25% False False 13
100 0.7902 0.7322 0.0580 7.8% 0.0030 0.4% 21% False False 12
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7635
1.618 0.7570
1.000 0.7530
0.618 0.7505
HIGH 0.7465
0.618 0.7440
0.500 0.7433
0.382 0.7425
LOW 0.7400
0.618 0.7360
1.000 0.7335
1.618 0.7295
2.618 0.7230
4.250 0.7124
Fisher Pivots for day following 25-Jul-2018
Pivot 1 day 3 day
R1 0.7440 0.7435
PP 0.7436 0.7426
S1 0.7433 0.7418

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

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