CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 0.7402 0.7415 0.0013 0.2% 0.7435
High 0.7416 0.7443 0.0027 0.4% 0.7465
Low 0.7394 0.7415 0.0021 0.3% 0.7370
Close 0.7416 0.7443 0.0027 0.4% 0.7410
Range 0.0022 0.0028 0.0006 27.3% 0.0095
ATR 0.0058 0.0056 -0.0002 -3.7% 0.0000
Volume 35 40 5 14.3% 219
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7518 0.7508 0.7458
R3 0.7490 0.7480 0.7451
R2 0.7462 0.7462 0.7448
R1 0.7452 0.7452 0.7446 0.7457
PP 0.7434 0.7434 0.7434 0.7436
S1 0.7424 0.7424 0.7440 0.7429
S2 0.7406 0.7406 0.7438
S3 0.7378 0.7396 0.7435
S4 0.7350 0.7368 0.7428
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 0.7377 0.0088 1.2% 0.0048 0.6% 75% False False 46
10 0.7465 0.7322 0.0143 1.9% 0.0064 0.9% 85% False False 49
20 0.7485 0.7322 0.0163 2.2% 0.0056 0.8% 74% False False 37
40 0.7680 0.7322 0.0358 4.8% 0.0051 0.7% 34% False False 27
60 0.7680 0.7322 0.0358 4.8% 0.0040 0.5% 34% False False 19
80 0.7800 0.7322 0.0478 6.4% 0.0034 0.5% 25% False False 15
100 0.7902 0.7322 0.0580 7.8% 0.0031 0.4% 21% False False 13
120 0.7961 0.7322 0.0639 8.6% 0.0030 0.4% 19% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7562
2.618 0.7516
1.618 0.7488
1.000 0.7471
0.618 0.7460
HIGH 0.7443
0.618 0.7432
0.500 0.7429
0.382 0.7426
LOW 0.7415
0.618 0.7398
1.000 0.7387
1.618 0.7370
2.618 0.7342
4.250 0.7296
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 0.7438 0.7432
PP 0.7434 0.7421
S1 0.7429 0.7410

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

View Archives - Comment on this page... - Back to Index of Symbols