CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7384 0.7402 0.0018 0.2% 0.7435
High 0.7418 0.7416 -0.0002 0.0% 0.7465
Low 0.7377 0.7394 0.0017 0.2% 0.7370
Close 0.7410 0.7416 0.0006 0.1% 0.7410
Range 0.0041 0.0022 -0.0019 -46.3% 0.0095
ATR 0.0061 0.0058 -0.0003 -4.5% 0.0000
Volume 56 35 -21 -37.5% 219
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7475 0.7467 0.7428
R3 0.7453 0.7445 0.7422
R2 0.7431 0.7431 0.7420
R1 0.7423 0.7423 0.7418 0.7427
PP 0.7409 0.7409 0.7409 0.7411
S1 0.7401 0.7401 0.7414 0.7405
S2 0.7387 0.7387 0.7412
S3 0.7365 0.7379 0.7410
S4 0.7343 0.7357 0.7404
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% 0.0056 0.7% 48% False False 42
10 0.7465 0.7322 0.0143 1.9% 0.0066 0.9% 66% False False 47
20 0.7485 0.7322 0.0163 2.2% 0.0059 0.8% 58% False False 37
40 0.7680 0.7322 0.0358 4.8% 0.0051 0.7% 26% False False 27
60 0.7680 0.7322 0.0358 4.8% 0.0041 0.5% 26% False False 18
80 0.7800 0.7322 0.0478 6.4% 0.0034 0.5% 20% False False 15
100 0.7902 0.7322 0.0580 7.8% 0.0031 0.4% 16% False False 13
120 0.7961 0.7322 0.0639 8.6% 0.0030 0.4% 15% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7474
1.618 0.7452
1.000 0.7438
0.618 0.7430
HIGH 0.7416
0.618 0.7408
0.500 0.7405
0.382 0.7402
LOW 0.7394
0.618 0.7380
1.000 0.7372
1.618 0.7358
2.618 0.7336
4.250 0.7301
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7412 0.7421
PP 0.7409 0.7419
S1 0.7405 0.7418

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

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