CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 0.7415 0.7420 0.0005 0.1% 0.7435
High 0.7443 0.7421 -0.0022 -0.3% 0.7465
Low 0.7415 0.7399 -0.0016 -0.2% 0.7370
Close 0.7443 0.7407 -0.0036 -0.5% 0.7410
Range 0.0028 0.0022 -0.0006 -21.4% 0.0095
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume 40 123 83 207.5% 219
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7475 0.7463 0.7419
R3 0.7453 0.7441 0.7413
R2 0.7431 0.7431 0.7411
R1 0.7419 0.7419 0.7409 0.7414
PP 0.7409 0.7409 0.7409 0.7407
S1 0.7397 0.7397 0.7405 0.7392
S2 0.7387 0.7387 0.7403
S3 0.7365 0.7375 0.7401
S4 0.7343 0.7353 0.7395
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% 0.0039 0.5% 34% False False 62
10 0.7465 0.7322 0.0143 1.9% 0.0060 0.8% 59% False False 54
20 0.7485 0.7322 0.0163 2.2% 0.0053 0.7% 52% False False 43
40 0.7680 0.7322 0.0358 4.8% 0.0051 0.7% 24% False False 30
60 0.7680 0.7322 0.0358 4.8% 0.0041 0.5% 24% False False 21
80 0.7800 0.7322 0.0478 6.5% 0.0034 0.5% 18% False False 17
100 0.7902 0.7322 0.0580 7.8% 0.0031 0.4% 15% False False 15
120 0.7961 0.7322 0.0639 8.6% 0.0030 0.4% 13% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7479
1.618 0.7457
1.000 0.7443
0.618 0.7435
HIGH 0.7421
0.618 0.7413
0.500 0.7410
0.382 0.7407
LOW 0.7399
0.618 0.7385
1.000 0.7377
1.618 0.7363
2.618 0.7341
4.250 0.7306
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 0.7410 0.7419
PP 0.7409 0.7415
S1 0.7408 0.7411

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

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