CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.7567 0.7605 0.0038 0.5% 0.7541
High 0.7584 0.7605 0.0021 0.3% 0.7561
Low 0.7561 0.7591 0.0030 0.4% 0.7480
Close 0.7584 0.7591 0.0007 0.1% 0.7524
Range 0.0023 0.0014 -0.0009 -39.1% 0.0081
ATR 0.0036 0.0035 -0.0001 -3.0% 0.0000
Volume 2 1 -1 -50.0% 1
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.7638 0.7628 0.7599
R3 0.7624 0.7614 0.7595
R2 0.7610 0.7610 0.7594
R1 0.7600 0.7600 0.7592 0.7598
PP 0.7596 0.7596 0.7596 0.7595
S1 0.7586 0.7586 0.7590 0.7584
S2 0.7582 0.7582 0.7588
S3 0.7568 0.7572 0.7587
S4 0.7554 0.7558 0.7583
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 0.7605 0.7522 0.0083 1.1% 0.0009 0.1% 83% True False
10 0.7605 0.7441 0.0164 2.2% 0.0012 0.2% 91% True False 1
20 0.7605 0.7441 0.0164 2.2% 0.0017 0.2% 91% True False 2
40 0.7800 0.7441 0.0359 4.7% 0.0015 0.2% 42% False False 4
60 0.7902 0.7441 0.0461 6.1% 0.0016 0.2% 33% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7642
1.618 0.7628
1.000 0.7619
0.618 0.7614
HIGH 0.7605
0.618 0.7600
0.500 0.7598
0.382 0.7596
LOW 0.7591
0.618 0.7582
1.000 0.7577
1.618 0.7568
2.618 0.7554
4.250 0.7532
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.7598 0.7582
PP 0.7596 0.7573
S1 0.7593 0.7565

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

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