CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 0.7429 0.7430 0.0001 0.0% 0.7402
High 0.7442 0.7453 0.0011 0.1% 0.7443
Low 0.7390 0.7378 -0.0012 -0.2% 0.7358
Close 0.7442 0.7388 -0.0054 -0.7% 0.7409
Range 0.0052 0.0075 0.0023 44.2% 0.0085
ATR 0.0053 0.0055 0.0002 3.0% 0.0000
Volume 41 192 151 368.3% 320
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7631 0.7585 0.7429
R3 0.7556 0.7510 0.7409
R2 0.7481 0.7481 0.7402
R1 0.7435 0.7435 0.7395 0.7421
PP 0.7406 0.7406 0.7406 0.7399
S1 0.7360 0.7360 0.7381 0.7346
S2 0.7331 0.7331 0.7374
S3 0.7256 0.7285 0.7367
S4 0.7181 0.7210 0.7347
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 0.7453 0.7358 0.0095 1.3% 0.0052 0.7% 32% True False 70
10 0.7453 0.7358 0.0095 1.3% 0.0043 0.6% 32% True False 67
20 0.7465 0.7322 0.0143 1.9% 0.0055 0.7% 46% False False 57
40 0.7579 0.7322 0.0257 3.5% 0.0052 0.7% 26% False False 38
60 0.7680 0.7322 0.0358 4.8% 0.0044 0.6% 18% False False 27
80 0.7797 0.7322 0.0475 6.4% 0.0038 0.5% 14% False False 22
100 0.7800 0.7322 0.0478 6.5% 0.0033 0.4% 14% False False 18
120 0.7938 0.7322 0.0616 8.3% 0.0031 0.4% 11% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7772
2.618 0.7649
1.618 0.7574
1.000 0.7528
0.618 0.7499
HIGH 0.7453
0.618 0.7424
0.500 0.7416
0.382 0.7407
LOW 0.7378
0.618 0.7332
1.000 0.7303
1.618 0.7257
2.618 0.7182
4.250 0.7059
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 0.7416 0.7416
PP 0.7406 0.7406
S1 0.7397 0.7397

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

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