CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7558 0.7541 -0.0017 -0.2% 0.7533
High 0.7558 0.7561 0.0003 0.0% 0.7558
Low 0.7558 0.7541 -0.0017 -0.2% 0.7441
Close 0.7558 0.7541 -0.0017 -0.2% 0.7558
Range 0.0000 0.0020 0.0020 0.0117
ATR 0.0038 0.0037 -0.0001 -3.4% 0.0000
Volume
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7608 0.7594 0.7552
R3 0.7588 0.7574 0.7547
R2 0.7568 0.7568 0.7545
R1 0.7554 0.7554 0.7543 0.7551
PP 0.7548 0.7548 0.7548 0.7546
S1 0.7534 0.7534 0.7539 0.7531
S2 0.7528 0.7528 0.7537
S3 0.7508 0.7514 0.7536
S4 0.7488 0.7494 0.7530
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 0.7561 0.7441 0.0120 1.6% 0.0016 0.2% 83% True False 1
10 0.7570 0.7441 0.0129 1.7% 0.0016 0.2% 78% False False 3
20 0.7797 0.7441 0.0356 4.7% 0.0017 0.2% 28% False False 5
40 0.7800 0.7441 0.0359 4.8% 0.0017 0.2% 28% False False 5
60 0.7961 0.7441 0.0520 6.9% 0.0019 0.2% 19% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7613
1.618 0.7593
1.000 0.7581
0.618 0.7573
HIGH 0.7561
0.618 0.7553
0.500 0.7551
0.382 0.7549
LOW 0.7541
0.618 0.7529
1.000 0.7521
1.618 0.7509
2.618 0.7489
4.250 0.7456
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7551 0.7551
PP 0.7548 0.7547
S1 0.7544 0.7544

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

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