CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 0.7445 0.7379 -0.0066 -0.9% 0.7425
High 0.7466 0.7416 -0.0050 -0.7% 0.7466
Low 0.7373 0.7371 -0.0002 0.0% 0.7361
Close 0.7379 0.7405 0.0026 0.4% 0.7405
Range 0.0093 0.0045 -0.0048 -51.6% 0.0105
ATR 0.0072 0.0070 -0.0002 -2.7% 0.0000
Volume 104,036 73,900 -30,136 -29.0% 456,714
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7532 0.7514 0.7430
R3 0.7487 0.7469 0.7417
R2 0.7442 0.7442 0.7413
R1 0.7424 0.7424 0.7409 0.7433
PP 0.7397 0.7397 0.7397 0.7402
S1 0.7379 0.7379 0.7401 0.7388
S2 0.7352 0.7352 0.7397
S3 0.7307 0.7334 0.7393
S4 0.7262 0.7289 0.7380
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7726 0.7670 0.7463
R3 0.7621 0.7565 0.7434
R2 0.7516 0.7516 0.7424
R1 0.7460 0.7460 0.7415 0.7436
PP 0.7411 0.7411 0.7411 0.7398
S1 0.7355 0.7355 0.7395 0.7331
S2 0.7306 0.7306 0.7386
S3 0.7201 0.7250 0.7376
S4 0.7096 0.7145 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7466 0.7361 0.0105 1.4% 0.0070 0.9% 42% False False 91,342
10 0.7466 0.7318 0.0148 2.0% 0.0075 1.0% 59% False False 95,554
20 0.7484 0.7313 0.0171 2.3% 0.0072 1.0% 54% False False 93,971
40 0.7682 0.7313 0.0369 5.0% 0.0066 0.9% 25% False False 78,305
60 0.7682 0.7313 0.0369 5.0% 0.0064 0.9% 25% False False 52,348
80 0.7814 0.7313 0.0501 6.8% 0.0060 0.8% 18% False False 39,289
100 0.7905 0.7313 0.0592 8.0% 0.0057 0.8% 16% False False 31,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7534
1.618 0.7489
1.000 0.7461
0.618 0.7444
HIGH 0.7416
0.618 0.7399
0.500 0.7394
0.382 0.7388
LOW 0.7371
0.618 0.7343
1.000 0.7326
1.618 0.7298
2.618 0.7253
4.250 0.7180
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 0.7401 0.7419
PP 0.7397 0.7414
S1 0.7394 0.7410

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

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