CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7540 0.7558 0.0018 0.2% 0.7533
High 0.7551 0.7558 0.0007 0.1% 0.7558
Low 0.7540 0.7558 0.0018 0.2% 0.7441
Close 0.7551 0.7558 0.0007 0.1% 0.7558
Range 0.0011 0.0000 -0.0011 -100.0% 0.0117
ATR 0.0041 0.0038 -0.0002 -5.9% 0.0000
Volume 1 0 -1 -100.0% 20
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7558 0.7558 0.7558
R3 0.7558 0.7558 0.7558
R2 0.7558 0.7558 0.7558
R1 0.7558 0.7558 0.7558 0.7558
PP 0.7558 0.7558 0.7558 0.7558
S1 0.7558 0.7558 0.7558 0.7558
S2 0.7558 0.7558 0.7558
S3 0.7558 0.7558 0.7558
S4 0.7558 0.7558 0.7558
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7870 0.7831 0.7622
R3 0.7753 0.7714 0.7590
R2 0.7636 0.7636 0.7579
R1 0.7597 0.7597 0.7569 0.7617
PP 0.7519 0.7519 0.7519 0.7529
S1 0.7480 0.7480 0.7547 0.7500
S2 0.7402 0.7402 0.7537
S3 0.7285 0.7363 0.7526
S4 0.7168 0.7246 0.7494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7441 0.0117 1.5% 0.0013 0.2% 100% True False 4
10 0.7573 0.7441 0.0132 1.7% 0.0018 0.2% 89% False False 4
20 0.7797 0.7441 0.0356 4.7% 0.0016 0.2% 33% False False 5
40 0.7810 0.7441 0.0369 4.9% 0.0018 0.2% 32% False False 5
60 0.7961 0.7441 0.0520 6.9% 0.0019 0.2% 23% False False 4
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7558
1.618 0.7558
1.000 0.7558
0.618 0.7558
HIGH 0.7558
0.618 0.7558
0.500 0.7558
0.382 0.7558
LOW 0.7558
0.618 0.7558
1.000 0.7558
1.618 0.7558
2.618 0.7558
4.250 0.7558
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7558 0.7539
PP 0.7558 0.7519
S1 0.7558 0.7500

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

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