CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 0.7561 0.7533 -0.0028 -0.4% 0.7573
High 0.7570 0.7538 -0.0032 -0.4% 0.7573
Low 0.7526 0.7531 0.0005 0.1% 0.7490
Close 0.7549 0.7531 -0.0018 -0.2% 0.7549
Range 0.0044 0.0007 -0.0037 -84.1% 0.0083
ATR 0.0037 0.0035 -0.0001 -3.6% 0.0000
Volume 5 13 8 160.0% 20
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 0.7554 0.7550 0.7535
R3 0.7547 0.7543 0.7533
R2 0.7540 0.7540 0.7532
R1 0.7536 0.7536 0.7532 0.7535
PP 0.7533 0.7533 0.7533 0.7533
S1 0.7529 0.7529 0.7530 0.7528
S2 0.7526 0.7526 0.7530
S3 0.7519 0.7522 0.7529
S4 0.7512 0.7515 0.7527
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7786 0.7751 0.7595
R3 0.7703 0.7668 0.7572
R2 0.7620 0.7620 0.7564
R1 0.7585 0.7585 0.7557 0.7561
PP 0.7537 0.7537 0.7537 0.7526
S1 0.7502 0.7502 0.7541 0.7478
S2 0.7454 0.7454 0.7534
S3 0.7371 0.7419 0.7526
S4 0.7288 0.7336 0.7503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7570 0.7490 0.0080 1.1% 0.0017 0.2% 51% False False 5
10 0.7617 0.7490 0.0127 1.7% 0.0021 0.3% 32% False False 6
20 0.7800 0.7490 0.0310 4.1% 0.0016 0.2% 13% False False 5
40 0.7902 0.7490 0.0412 5.5% 0.0018 0.2% 10% False False 6
60 0.7961 0.7490 0.0471 6.3% 0.0020 0.3% 9% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7568
2.618 0.7556
1.618 0.7549
1.000 0.7545
0.618 0.7542
HIGH 0.7538
0.618 0.7535
0.500 0.7535
0.382 0.7534
LOW 0.7531
0.618 0.7527
1.000 0.7524
1.618 0.7520
2.618 0.7513
4.250 0.7501
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 0.7535 0.7548
PP 0.7533 0.7542
S1 0.7532 0.7537

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

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