CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 0.7404 0.7410 0.0006 0.1% 0.7425
High 0.7414 0.7443 0.0029 0.4% 0.7466
Low 0.7387 0.7405 0.0018 0.2% 0.7361
Close 0.7411 0.7439 0.0028 0.4% 0.7405
Range 0.0027 0.0038 0.0011 40.7% 0.0105
ATR 0.0067 0.0065 -0.0002 -3.1% 0.0000
Volume 56,112 104,070 47,958 85.5% 456,714
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7543 0.7529 0.7460
R3 0.7505 0.7491 0.7449
R2 0.7467 0.7467 0.7446
R1 0.7453 0.7453 0.7442 0.7460
PP 0.7429 0.7429 0.7429 0.7433
S1 0.7415 0.7415 0.7436 0.7422
S2 0.7391 0.7391 0.7432
S3 0.7353 0.7377 0.7429
S4 0.7315 0.7339 0.7418
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 0.7371 0.0095 1.3% 0.0055 0.7% 72% False False 89,234
10 0.7466 0.7318 0.0148 2.0% 0.0072 1.0% 82% False False 96,690
20 0.7484 0.7317 0.0167 2.2% 0.0067 0.9% 73% False False 91,995
40 0.7682 0.7313 0.0369 5.0% 0.0064 0.9% 34% False False 82,228
60 0.7682 0.7313 0.0369 5.0% 0.0063 0.8% 34% False False 55,015
80 0.7814 0.7313 0.0501 6.7% 0.0060 0.8% 25% False False 41,290
100 0.7905 0.7313 0.0592 8.0% 0.0056 0.8% 21% False False 33,041
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7605
2.618 0.7542
1.618 0.7504
1.000 0.7481
0.618 0.7466
HIGH 0.7443
0.618 0.7428
0.500 0.7424
0.382 0.7420
LOW 0.7405
0.618 0.7382
1.000 0.7367
1.618 0.7344
2.618 0.7306
4.250 0.7244
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 0.7434 0.7428
PP 0.7429 0.7418
S1 0.7424 0.7407

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

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