CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 0.7368 0.7384 0.0016 0.2% 0.7450
High 0.7422 0.7420 -0.0002 0.0% 0.7485
Low 0.7368 0.7376 0.0008 0.1% 0.7368
Close 0.7407 0.7413 0.0006 0.1% 0.7413
Range 0.0054 0.0044 -0.0010 -18.5% 0.0117
ATR 0.0054 0.0053 -0.0001 -1.3% 0.0000
Volume 21 78 57 271.4% 193
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7535 0.7518 0.7437
R3 0.7491 0.7474 0.7425
R2 0.7447 0.7447 0.7421
R1 0.7430 0.7430 0.7417 0.7439
PP 0.7403 0.7403 0.7403 0.7407
S1 0.7386 0.7386 0.7409 0.7395
S2 0.7359 0.7359 0.7405
S3 0.7315 0.7342 0.7401
S4 0.7271 0.7298 0.7389
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7773 0.7710 0.7477
R3 0.7656 0.7593 0.7445
R2 0.7539 0.7539 0.7434
R1 0.7476 0.7476 0.7424 0.7449
PP 0.7422 0.7422 0.7422 0.7409
S1 0.7359 0.7359 0.7402 0.7332
S2 0.7305 0.7305 0.7392
S3 0.7188 0.7242 0.7381
S4 0.7071 0.7125 0.7349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7485 0.7368 0.0117 1.6% 0.0045 0.6% 38% False False 38
10 0.7485 0.7323 0.0162 2.2% 0.0055 0.7% 56% False False 27
20 0.7485 0.7323 0.0162 2.2% 0.0048 0.6% 56% False False 21
40 0.7680 0.7323 0.0357 4.8% 0.0040 0.5% 25% False False 15
60 0.7736 0.7323 0.0413 5.6% 0.0032 0.4% 22% False False 11
80 0.7800 0.7323 0.0477 6.4% 0.0028 0.4% 19% False False 10
100 0.7902 0.7323 0.0579 7.8% 0.0026 0.4% 16% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7535
1.618 0.7491
1.000 0.7464
0.618 0.7447
HIGH 0.7420
0.618 0.7403
0.500 0.7398
0.382 0.7393
LOW 0.7376
0.618 0.7349
1.000 0.7332
1.618 0.7305
2.618 0.7261
4.250 0.7189
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 0.7408 0.7408
PP 0.7403 0.7403
S1 0.7398 0.7398

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

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