CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 0.7389 0.7429 0.0040 0.5% 0.7402
High 0.7444 0.7442 -0.0002 0.0% 0.7443
Low 0.7389 0.7390 0.0001 0.0% 0.7358
Close 0.7427 0.7442 0.0015 0.2% 0.7409
Range 0.0055 0.0052 -0.0003 -5.5% 0.0085
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 43 41 -2 -4.7% 320
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7581 0.7563 0.7471
R3 0.7529 0.7511 0.7456
R2 0.7477 0.7477 0.7452
R1 0.7459 0.7459 0.7447 0.7468
PP 0.7425 0.7425 0.7425 0.7429
S1 0.7407 0.7407 0.7437 0.7416
S2 0.7373 0.7373 0.7432
S3 0.7321 0.7355 0.7428
S4 0.7269 0.7303 0.7413
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 0.7444 0.7358 0.0086 1.2% 0.0048 0.6% 98% False False 45
10 0.7465 0.7358 0.0107 1.4% 0.0044 0.6% 79% False False 53
20 0.7465 0.7322 0.0143 1.9% 0.0054 0.7% 84% False False 48
40 0.7610 0.7322 0.0288 3.9% 0.0052 0.7% 42% False False 33
60 0.7680 0.7322 0.0358 4.8% 0.0043 0.6% 34% False False 24
80 0.7797 0.7322 0.0475 6.4% 0.0037 0.5% 25% False False 19
100 0.7800 0.7322 0.0478 6.4% 0.0033 0.4% 25% False False 17
120 0.7961 0.7322 0.0639 8.6% 0.0031 0.4% 19% 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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7663
2.618 0.7578
1.618 0.7526
1.000 0.7494
0.618 0.7474
HIGH 0.7442
0.618 0.7422
0.500 0.7416
0.382 0.7410
LOW 0.7390
0.618 0.7358
1.000 0.7338
1.618 0.7306
2.618 0.7254
4.250 0.7169
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 0.7433 0.7432
PP 0.7425 0.7422
S1 0.7416 0.7412

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

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