CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 18-Jul-2018
Day Change Summary
Previous Current
17-Jul-2018 18-Jul-2018 Change Change % Previous Week
Open 0.7405 0.7387 -0.0018 -0.2% 0.7450
High 0.7438 0.7406 -0.0032 -0.4% 0.7485
Low 0.7383 0.7348 -0.0035 -0.5% 0.7368
Close 0.7391 0.7404 0.0013 0.2% 0.7413
Range 0.0055 0.0058 0.0003 5.5% 0.0117
ATR 0.0052 0.0052 0.0000 0.9% 0.0000
Volume 21 72 51 242.9% 193
Daily Pivots for day following 18-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7560 0.7540 0.7436
R3 0.7502 0.7482 0.7420
R2 0.7444 0.7444 0.7415
R1 0.7424 0.7424 0.7409 0.7434
PP 0.7386 0.7386 0.7386 0.7391
S1 0.7366 0.7366 0.7399 0.7376
S2 0.7328 0.7328 0.7393
S3 0.7270 0.7308 0.7388
S4 0.7212 0.7250 0.7372
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 0.7438 0.7348 0.0090 1.2% 0.0047 0.6% 62% False True 40
10 0.7485 0.7348 0.0137 1.9% 0.0046 0.6% 41% False True 31
20 0.7485 0.7323 0.0162 2.2% 0.0049 0.7% 50% False False 22
40 0.7680 0.7323 0.0357 4.8% 0.0043 0.6% 23% False False 17
60 0.7680 0.7323 0.0357 4.8% 0.0034 0.5% 23% False False 13
80 0.7800 0.7323 0.0477 6.4% 0.0029 0.4% 17% False False 11
100 0.7902 0.7323 0.0579 7.8% 0.0027 0.4% 14% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7558
1.618 0.7500
1.000 0.7464
0.618 0.7442
HIGH 0.7406
0.618 0.7384
0.500 0.7377
0.382 0.7370
LOW 0.7348
0.618 0.7312
1.000 0.7290
1.618 0.7254
2.618 0.7196
4.250 0.7102
Fisher Pivots for day following 18-Jul-2018
Pivot 1 day 3 day
R1 0.7395 0.7400
PP 0.7386 0.7397
S1 0.7377 0.7393

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

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