CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 0.7800 0.7792 -0.0008 -0.1% 0.7716
High 0.7800 0.7792 -0.0008 -0.1% 0.7800
Low 0.7773 0.7792 0.0019 0.2% 0.7716
Close 0.7773 0.7792 0.0019 0.2% 0.7773
Range 0.0027 0.0000 -0.0027 -100.0% 0.0084
ATR 0.0033 0.0032 -0.0001 -3.1% 0.0000
Volume 13 0 -13 -100.0% 14
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7792 0.7792 0.7792
R3 0.7792 0.7792 0.7792
R2 0.7792 0.7792 0.7792
R1 0.7792 0.7792 0.7792 0.7792
PP 0.7792 0.7792 0.7792 0.7792
S1 0.7792 0.7792 0.7792 0.7792
S2 0.7792 0.7792 0.7792
S3 0.7792 0.7792 0.7792
S4 0.7792 0.7792 0.7792
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8015 0.7978 0.7819
R3 0.7931 0.7894 0.7796
R2 0.7847 0.7847 0.7788
R1 0.7810 0.7810 0.7781 0.7829
PP 0.7763 0.7763 0.7763 0.7772
S1 0.7726 0.7726 0.7765 0.7745
S2 0.7679 0.7679 0.7758
S3 0.7595 0.7642 0.7750
S4 0.7511 0.7558 0.7727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7751 0.0049 0.6% 0.0011 0.1% 84% False False 2
10 0.7800 0.7678 0.0122 1.6% 0.0006 0.1% 93% False False 2
20 0.7800 0.7661 0.0139 1.8% 0.0016 0.2% 94% False False 6
40 0.7961 0.7661 0.0300 3.9% 0.0019 0.2% 44% False False 4
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7792
1.618 0.7792
1.000 0.7792
0.618 0.7792
HIGH 0.7792
0.618 0.7792
0.500 0.7792
0.382 0.7792
LOW 0.7792
0.618 0.7792
1.000 0.7792
1.618 0.7792
2.618 0.7792
4.250 0.7792
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 0.7792 0.7790
PP 0.7792 0.7787
S1 0.7792 0.7785

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

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