CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 0.7485 0.7524 0.0039 0.5% 0.7533
High 0.7485 0.7531 0.0046 0.6% 0.7558
Low 0.7480 0.7524 0.0044 0.6% 0.7441
Close 0.7485 0.7531 0.0046 0.6% 0.7558
Range 0.0005 0.0007 0.0002 40.0% 0.0117
ATR 0.0039 0.0039 0.0001 1.4% 0.0000
Volume 0 1 1 20
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 0.7550 0.7547 0.7535
R3 0.7543 0.7540 0.7533
R2 0.7536 0.7536 0.7532
R1 0.7533 0.7533 0.7532 0.7535
PP 0.7529 0.7529 0.7529 0.7529
S1 0.7526 0.7526 0.7530 0.7528
S2 0.7522 0.7522 0.7530
S3 0.7515 0.7519 0.7529
S4 0.7508 0.7512 0.7527
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 0.7480 0.0081 1.1% 0.0009 0.1% 63% False False
10 0.7570 0.7441 0.0129 1.7% 0.0014 0.2% 70% False False 3
20 0.7736 0.7441 0.0295 3.9% 0.0016 0.2% 31% False False 3
40 0.7800 0.7441 0.0359 4.8% 0.0016 0.2% 25% False False 4
60 0.7902 0.7441 0.0461 6.1% 0.0017 0.2% 20% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7561
2.618 0.7549
1.618 0.7542
1.000 0.7538
0.618 0.7535
HIGH 0.7531
0.618 0.7528
0.500 0.7528
0.382 0.7527
LOW 0.7524
0.618 0.7520
1.000 0.7517
1.618 0.7513
2.618 0.7506
4.250 0.7494
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 0.7530 0.7528
PP 0.7529 0.7524
S1 0.7528 0.7521

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

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