CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7524 0.7567 0.0043 0.6% 0.7541
High 0.7524 0.7584 0.0060 0.8% 0.7561
Low 0.7524 0.7561 0.0037 0.5% 0.7480
Close 0.7524 0.7584 0.0060 0.8% 0.7524
Range 0.0000 0.0023 0.0023 0.0081
ATR 0.0035 0.0036 0.0002 5.3% 0.0000
Volume 0 2 2 1
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.7645 0.7638 0.7597
R3 0.7622 0.7615 0.7590
R2 0.7599 0.7599 0.7588
R1 0.7592 0.7592 0.7586 0.7596
PP 0.7576 0.7576 0.7576 0.7578
S1 0.7569 0.7569 0.7582 0.7573
S2 0.7553 0.7553 0.7580
S3 0.7530 0.7546 0.7578
S4 0.7507 0.7523 0.7571
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7765 0.7725 0.7569
R3 0.7684 0.7644 0.7546
R2 0.7603 0.7603 0.7539
R1 0.7563 0.7563 0.7531 0.7543
PP 0.7522 0.7522 0.7522 0.7511
S1 0.7482 0.7482 0.7517 0.7462
S2 0.7441 0.7441 0.7509
S3 0.7360 0.7401 0.7502
S4 0.7279 0.7320 0.7479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7584 0.7480 0.0104 1.4% 0.0007 0.1% 100% True False
10 0.7584 0.7441 0.0143 1.9% 0.0011 0.1% 100% True False 1
20 0.7617 0.7441 0.0176 2.3% 0.0016 0.2% 81% False False 3
40 0.7800 0.7441 0.0359 4.7% 0.0015 0.2% 40% False False 4
60 0.7902 0.7441 0.0461 6.1% 0.0016 0.2% 31% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7682
2.618 0.7644
1.618 0.7621
1.000 0.7607
0.618 0.7598
HIGH 0.7584
0.618 0.7575
0.500 0.7573
0.382 0.7570
LOW 0.7561
0.618 0.7547
1.000 0.7538
1.618 0.7524
2.618 0.7501
4.250 0.7463
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7580 0.7574
PP 0.7576 0.7563
S1 0.7573 0.7553

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

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