CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 0.7420 0.7415 -0.0005 -0.1% 0.7435
High 0.7421 0.7415 -0.0006 -0.1% 0.7465
Low 0.7399 0.7361 -0.0038 -0.5% 0.7370
Close 0.7407 0.7368 -0.0039 -0.5% 0.7410
Range 0.0022 0.0054 0.0032 145.5% 0.0095
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 123 64 -59 -48.0% 219
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7543 0.7510 0.7398
R3 0.7489 0.7456 0.7383
R2 0.7435 0.7435 0.7378
R1 0.7402 0.7402 0.7373 0.7392
PP 0.7381 0.7381 0.7381 0.7376
S1 0.7348 0.7348 0.7363 0.7338
S2 0.7327 0.7327 0.7358
S3 0.7273 0.7294 0.7353
S4 0.7219 0.7240 0.7338
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 0.7443 0.7361 0.0082 1.1% 0.0033 0.5% 9% False True 63
10 0.7465 0.7322 0.0143 1.9% 0.0055 0.7% 32% False False 53
20 0.7485 0.7322 0.0163 2.2% 0.0054 0.7% 28% False False 46
40 0.7679 0.7322 0.0357 4.8% 0.0051 0.7% 13% False False 30
60 0.7680 0.7322 0.0358 4.9% 0.0041 0.6% 13% False False 22
80 0.7800 0.7322 0.0478 6.5% 0.0035 0.5% 10% False False 18
100 0.7902 0.7322 0.0580 7.9% 0.0032 0.4% 8% False False 15
120 0.7961 0.7322 0.0639 8.7% 0.0031 0.4% 7% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7556
1.618 0.7502
1.000 0.7469
0.618 0.7448
HIGH 0.7415
0.618 0.7394
0.500 0.7388
0.382 0.7382
LOW 0.7361
0.618 0.7328
1.000 0.7307
1.618 0.7274
2.618 0.7220
4.250 0.7132
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 0.7388 0.7402
PP 0.7381 0.7391
S1 0.7375 0.7379

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

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