CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 0.7454 0.7384 -0.0070 -0.9% 0.7435
High 0.7465 0.7418 -0.0047 -0.6% 0.7465
Low 0.7381 0.7377 -0.0004 -0.1% 0.7370
Close 0.7384 0.7410 0.0026 0.4% 0.7410
Range 0.0084 0.0041 -0.0043 -51.2% 0.0095
ATR 0.0062 0.0061 -0.0002 -2.4% 0.0000
Volume 59 56 -3 -5.1% 219
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7525 0.7508 0.7433
R3 0.7484 0.7467 0.7421
R2 0.7443 0.7443 0.7418
R1 0.7426 0.7426 0.7414 0.7435
PP 0.7402 0.7402 0.7402 0.7406
S1 0.7385 0.7385 0.7406 0.7394
S2 0.7361 0.7361 0.7402
S3 0.7320 0.7344 0.7399
S4 0.7279 0.7303 0.7387
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7700 0.7650 0.7462
R3 0.7605 0.7555 0.7436
R2 0.7510 0.7510 0.7427
R1 0.7460 0.7460 0.7419 0.7438
PP 0.7415 0.7415 0.7415 0.7404
S1 0.7365 0.7365 0.7401 0.7343
S2 0.7320 0.7320 0.7393
S3 0.7225 0.7270 0.7384
S4 0.7130 0.7175 0.7358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7370 0.0095 1.3% 0.0063 0.8% 42% False False 43
10 0.7465 0.7322 0.0143 1.9% 0.0067 0.9% 62% False False 45
20 0.7485 0.7322 0.0163 2.2% 0.0061 0.8% 54% False False 36
40 0.7680 0.7322 0.0358 4.8% 0.0051 0.7% 25% False False 26
60 0.7680 0.7322 0.0358 4.8% 0.0040 0.5% 25% False False 18
80 0.7800 0.7322 0.0478 6.5% 0.0034 0.5% 18% False False 14
100 0.7902 0.7322 0.0580 7.8% 0.0031 0.4% 15% False False 13
120 0.7961 0.7322 0.0639 8.6% 0.0030 0.4% 14% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7592
2.618 0.7525
1.618 0.7484
1.000 0.7459
0.618 0.7443
HIGH 0.7418
0.618 0.7402
0.500 0.7398
0.382 0.7393
LOW 0.7377
0.618 0.7352
1.000 0.7336
1.618 0.7311
2.618 0.7270
4.250 0.7203
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 0.7406 0.7421
PP 0.7402 0.7417
S1 0.7398 0.7414

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

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