CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Jul-2018
Day Change Summary
Previous Current
25-Jul-2018 26-Jul-2018 Change Change % Previous Week
Open 0.7431 0.7454 0.0023 0.3% 0.7428
High 0.7465 0.7465 0.0000 0.0% 0.7438
Low 0.7400 0.7381 -0.0019 -0.3% 0.7322
Close 0.7443 0.7384 -0.0059 -0.8% 0.7429
Range 0.0065 0.0084 0.0019 29.2% 0.0116
ATR 0.0060 0.0062 0.0002 2.8% 0.0000
Volume 44 59 15 34.1% 233
Daily Pivots for day following 26-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7662 0.7607 0.7430
R3 0.7578 0.7523 0.7407
R2 0.7494 0.7494 0.7399
R1 0.7439 0.7439 0.7392 0.7425
PP 0.7410 0.7410 0.7410 0.7403
S1 0.7355 0.7355 0.7376 0.7341
S2 0.7326 0.7326 0.7369
S3 0.7242 0.7271 0.7361
S4 0.7158 0.7187 0.7338
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% 0.0076 1.0% 43% True False 42
10 0.7465 0.7322 0.0143 1.9% 0.0067 0.9% 43% True False 47
20 0.7485 0.7322 0.0163 2.2% 0.0060 0.8% 38% False False 33
40 0.7680 0.7322 0.0358 4.8% 0.0050 0.7% 17% False False 24
60 0.7680 0.7322 0.0358 4.8% 0.0040 0.5% 17% False False 17
80 0.7800 0.7322 0.0478 6.5% 0.0033 0.4% 13% False False 14
100 0.7902 0.7322 0.0580 7.9% 0.0031 0.4% 11% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7685
1.618 0.7601
1.000 0.7549
0.618 0.7517
HIGH 0.7465
0.618 0.7433
0.500 0.7423
0.382 0.7413
LOW 0.7381
0.618 0.7329
1.000 0.7297
1.618 0.7245
2.618 0.7161
4.250 0.7024
Fisher Pivots for day following 26-Jul-2018
Pivot 1 day 3 day
R1 0.7423 0.7418
PP 0.7410 0.7406
S1 0.7397 0.7395

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

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