CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Jul-2018
Day Change Summary
Previous Current
09-Jul-2018 10-Jul-2018 Change Change % Previous Week
Open 0.7450 0.7454 0.0004 0.1% 0.7401
High 0.7485 0.7471 -0.0014 -0.2% 0.7444
Low 0.7450 0.7434 -0.0016 -0.2% 0.7323
Close 0.7472 0.7469 -0.0003 0.0% 0.7433
Range 0.0035 0.0037 0.0002 5.7% 0.0121
ATR 0.0052 0.0051 -0.0001 -1.9% 0.0000
Volume 34 15 -19 -55.9% 74
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7569 0.7556 0.7489
R3 0.7532 0.7519 0.7479
R2 0.7495 0.7495 0.7476
R1 0.7482 0.7482 0.7472 0.7489
PP 0.7458 0.7458 0.7458 0.7461
S1 0.7445 0.7445 0.7466 0.7452
S2 0.7421 0.7421 0.7462
S3 0.7384 0.7408 0.7459
S4 0.7347 0.7371 0.7449
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7763 0.7719 0.7500
R3 0.7642 0.7598 0.7466
R2 0.7521 0.7521 0.7455
R1 0.7477 0.7477 0.7444 0.7499
PP 0.7400 0.7400 0.7400 0.7411
S1 0.7356 0.7356 0.7422 0.7378
S2 0.7279 0.7279 0.7411
S3 0.7158 0.7235 0.7400
S4 0.7037 0.7114 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7485 0.7326 0.0159 2.1% 0.0051 0.7% 90% False False 15
10 0.7485 0.7323 0.0162 2.2% 0.0054 0.7% 90% False False 14
20 0.7630 0.7323 0.0307 4.1% 0.0050 0.7% 48% False False 16
40 0.7680 0.7323 0.0357 4.8% 0.0037 0.5% 41% False False 11
60 0.7797 0.7323 0.0474 6.3% 0.0030 0.4% 31% False False 9
80 0.7810 0.7323 0.0487 6.5% 0.0028 0.4% 30% False False 8
100 0.7961 0.7323 0.0638 8.5% 0.0026 0.3% 23% False False 7
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7628
2.618 0.7568
1.618 0.7531
1.000 0.7508
0.618 0.7494
HIGH 0.7471
0.618 0.7457
0.500 0.7453
0.382 0.7448
LOW 0.7434
0.618 0.7411
1.000 0.7397
1.618 0.7374
2.618 0.7337
4.250 0.7277
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 0.7464 0.7458
PP 0.7458 0.7446
S1 0.7453 0.7435

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

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