CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.7399 0.7389 -0.0010 -0.1% 0.7402
High 0.7405 0.7444 0.0039 0.5% 0.7443
Low 0.7380 0.7389 0.0009 0.1% 0.7358
Close 0.7394 0.7427 0.0033 0.4% 0.7409
Range 0.0025 0.0055 0.0030 120.0% 0.0085
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 20 43 23 115.0% 320
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7585 0.7561 0.7457
R3 0.7530 0.7506 0.7442
R2 0.7475 0.7475 0.7437
R1 0.7451 0.7451 0.7432 0.7463
PP 0.7420 0.7420 0.7420 0.7426
S1 0.7396 0.7396 0.7422 0.7408
S2 0.7365 0.7365 0.7417
S3 0.7310 0.7341 0.7412
S4 0.7255 0.7286 0.7397
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7658 0.7619 0.7456
R3 0.7573 0.7534 0.7432
R2 0.7488 0.7488 0.7425
R1 0.7449 0.7449 0.7417 0.7469
PP 0.7403 0.7403 0.7403 0.7413
S1 0.7364 0.7364 0.7401 0.7384
S2 0.7318 0.7318 0.7393
S3 0.7233 0.7279 0.7386
S4 0.7148 0.7194 0.7362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7444 0.7358 0.0086 1.2% 0.0042 0.6% 80% True False 61
10 0.7465 0.7358 0.0107 1.4% 0.0045 0.6% 64% False False 54
20 0.7465 0.7322 0.0143 1.9% 0.0054 0.7% 73% False False 48
40 0.7630 0.7322 0.0308 4.1% 0.0052 0.7% 34% False False 32
60 0.7680 0.7322 0.0358 4.8% 0.0043 0.6% 29% False False 24
80 0.7797 0.7322 0.0475 6.4% 0.0036 0.5% 22% False False 19
100 0.7810 0.7322 0.0488 6.6% 0.0033 0.4% 22% False False 16
120 0.7961 0.7322 0.0639 8.6% 0.0031 0.4% 16% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7588
1.618 0.7533
1.000 0.7499
0.618 0.7478
HIGH 0.7444
0.618 0.7423
0.500 0.7417
0.382 0.7410
LOW 0.7389
0.618 0.7355
1.000 0.7334
1.618 0.7300
2.618 0.7245
4.250 0.7155
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.7424 0.7418
PP 0.7420 0.7410
S1 0.7417 0.7401

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

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