CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 0.7455 0.7540 0.0085 1.1% 0.7573
High 0.7479 0.7551 0.0072 1.0% 0.7573
Low 0.7441 0.7540 0.0099 1.3% 0.7490
Close 0.7479 0.7551 0.0072 1.0% 0.7549
Range 0.0038 0.0011 -0.0027 -71.1% 0.0083
ATR 0.0038 0.0041 0.0002 6.3% 0.0000
Volume 6 1 -5 -83.3% 20
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 0.7580 0.7577 0.7557
R3 0.7569 0.7566 0.7554
R2 0.7558 0.7558 0.7553
R1 0.7555 0.7555 0.7552 0.7557
PP 0.7547 0.7547 0.7547 0.7548
S1 0.7544 0.7544 0.7550 0.7546
S2 0.7536 0.7536 0.7549
S3 0.7525 0.7533 0.7548
S4 0.7514 0.7522 0.7545
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 0.7441 0.0129 1.7% 0.0022 0.3% 85% False False 5
10 0.7592 0.7441 0.0151 2.0% 0.0023 0.3% 73% False False 4
20 0.7800 0.7441 0.0359 4.8% 0.0018 0.2% 31% False False 6
40 0.7815 0.7441 0.0374 5.0% 0.0018 0.2% 29% False False 5
60 0.7961 0.7441 0.0520 6.9% 0.0020 0.3% 21% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7580
1.618 0.7569
1.000 0.7562
0.618 0.7558
HIGH 0.7551
0.618 0.7547
0.500 0.7546
0.382 0.7544
LOW 0.7540
0.618 0.7533
1.000 0.7529
1.618 0.7522
2.618 0.7511
4.250 0.7493
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 0.7549 0.7533
PP 0.7547 0.7514
S1 0.7546 0.7496

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

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