CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 0.7363 0.7399 0.0036 0.5% 0.7402
High 0.7413 0.7405 -0.0008 -0.1% 0.7443
Low 0.7358 0.7380 0.0022 0.3% 0.7358
Close 0.7409 0.7394 -0.0015 -0.2% 0.7409
Range 0.0055 0.0025 -0.0030 -54.5% 0.0085
ATR 0.0055 0.0053 -0.0002 -3.4% 0.0000
Volume 58 20 -38 -65.5% 320
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7468 0.7456 0.7408
R3 0.7443 0.7431 0.7401
R2 0.7418 0.7418 0.7399
R1 0.7406 0.7406 0.7396 0.7400
PP 0.7393 0.7393 0.7393 0.7390
S1 0.7381 0.7381 0.7392 0.7375
S2 0.7368 0.7368 0.7389
S3 0.7343 0.7356 0.7387
S4 0.7318 0.7331 0.7380
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7658 0.7619 0.7456
R3 0.7573 0.7534 0.7432
R2 0.7488 0.7488 0.7425
R1 0.7449 0.7449 0.7417 0.7469
PP 0.7403 0.7403 0.7403 0.7413
S1 0.7364 0.7364 0.7401 0.7384
S2 0.7318 0.7318 0.7393
S3 0.7233 0.7279 0.7386
S4 0.7148 0.7194 0.7362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7358 0.0085 1.1% 0.0037 0.5% 42% False False 61
10 0.7465 0.7358 0.0107 1.4% 0.0046 0.6% 34% False False 51
20 0.7471 0.7322 0.0149 2.0% 0.0053 0.7% 48% False False 47
40 0.7630 0.7322 0.0308 4.2% 0.0051 0.7% 23% False False 31
60 0.7680 0.7322 0.0358 4.8% 0.0042 0.6% 20% False False 23
80 0.7800 0.7322 0.0478 6.5% 0.0036 0.5% 15% False False 19
100 0.7815 0.7322 0.0493 6.7% 0.0032 0.4% 15% False False 16
120 0.7961 0.7322 0.0639 8.6% 0.0031 0.4% 11% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7470
1.618 0.7445
1.000 0.7430
0.618 0.7420
HIGH 0.7405
0.618 0.7395
0.500 0.7393
0.382 0.7390
LOW 0.7380
0.618 0.7365
1.000 0.7355
1.618 0.7340
2.618 0.7315
4.250 0.7274
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 0.7394 0.7392
PP 0.7393 0.7389
S1 0.7393 0.7387

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

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