CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 0.7358 0.7435 0.0077 1.0% 0.7428
High 0.7429 0.7437 0.0008 0.1% 0.7438
Low 0.7322 0.7380 0.0058 0.8% 0.7322
Close 0.7429 0.7383 -0.0046 -0.6% 0.7429
Range 0.0107 0.0057 -0.0050 -46.7% 0.0116
ATR 0.0060 0.0059 0.0000 -0.3% 0.0000
Volume 51 40 -11 -21.6% 233
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7571 0.7534 0.7414
R3 0.7514 0.7477 0.7399
R2 0.7457 0.7457 0.7393
R1 0.7420 0.7420 0.7388 0.7410
PP 0.7400 0.7400 0.7400 0.7395
S1 0.7363 0.7363 0.7378 0.7353
S2 0.7343 0.7343 0.7373
S3 0.7286 0.7306 0.7367
S4 0.7229 0.7249 0.7352
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7744 0.7703 0.7493
R3 0.7628 0.7587 0.7461
R2 0.7512 0.7512 0.7450
R1 0.7471 0.7471 0.7440 0.7492
PP 0.7396 0.7396 0.7396 0.7407
S1 0.7355 0.7355 0.7418 0.7376
S2 0.7280 0.7280 0.7408
S3 0.7164 0.7239 0.7397
S4 0.7048 0.7123 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7322 0.0116 1.6% 0.0077 1.0% 53% False False 52
10 0.7471 0.7322 0.0149 2.0% 0.0060 0.8% 41% False False 43
20 0.7485 0.7322 0.0163 2.2% 0.0055 0.8% 37% False False 28
40 0.7680 0.7322 0.0358 4.8% 0.0048 0.7% 17% False False 21
60 0.7680 0.7322 0.0358 4.8% 0.0038 0.5% 17% False False 15
80 0.7800 0.7322 0.0478 6.5% 0.0031 0.4% 13% False False 12
100 0.7902 0.7322 0.0580 7.9% 0.0029 0.4% 11% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7586
1.618 0.7529
1.000 0.7494
0.618 0.7472
HIGH 0.7437
0.618 0.7415
0.500 0.7409
0.382 0.7402
LOW 0.7380
0.618 0.7345
1.000 0.7323
1.618 0.7288
2.618 0.7231
4.250 0.7138
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 0.7409 0.7382
PP 0.7400 0.7381
S1 0.7392 0.7380

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

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