CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 0.7573 0.7490 -0.0083 -1.1% 0.7643
High 0.7573 0.7504 -0.0069 -0.9% 0.7643
Low 0.7540 0.7490 -0.0050 -0.7% 0.7542
Close 0.7542 0.7504 -0.0038 -0.5% 0.7592
Range 0.0033 0.0014 -0.0019 -57.6% 0.0101
ATR 0.0036 0.0037 0.0001 3.2% 0.0000
Volume 4 4 0 0.0% 36
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 0.7541 0.7537 0.7512
R3 0.7527 0.7523 0.7508
R2 0.7513 0.7513 0.7507
R1 0.7509 0.7509 0.7505 0.7511
PP 0.7499 0.7499 0.7499 0.7501
S1 0.7495 0.7495 0.7503 0.7497
S2 0.7485 0.7485 0.7501
S3 0.7471 0.7481 0.7500
S4 0.7457 0.7467 0.7496
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7845 0.7648
R3 0.7794 0.7744 0.7620
R2 0.7693 0.7693 0.7611
R1 0.7643 0.7643 0.7601 0.7618
PP 0.7592 0.7592 0.7592 0.7580
S1 0.7542 0.7542 0.7583 0.7517
S2 0.7491 0.7491 0.7573
S3 0.7390 0.7441 0.7564
S4 0.7289 0.7340 0.7536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7595 0.7490 0.0105 1.4% 0.0026 0.4% 13% False True 2
10 0.7797 0.7490 0.0307 4.1% 0.0020 0.3% 5% False True 7
20 0.7800 0.7490 0.0310 4.1% 0.0013 0.2% 5% False True 4
40 0.7902 0.7490 0.0412 5.5% 0.0017 0.2% 3% False True 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7541
1.618 0.7527
1.000 0.7518
0.618 0.7513
HIGH 0.7504
0.618 0.7499
0.500 0.7497
0.382 0.7495
LOW 0.7490
0.618 0.7481
1.000 0.7476
1.618 0.7467
2.618 0.7453
4.250 0.7430
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 0.7502 0.7541
PP 0.7499 0.7529
S1 0.7497 0.7516

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

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