CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 0.7569 0.7532 -0.0037 -0.5% 0.7567
High 0.7569 0.7579 0.0010 0.1% 0.7605
Low 0.7569 0.7513 -0.0056 -0.7% 0.7543
Close 0.7569 0.7513 -0.0056 -0.7% 0.7569
Range 0.0000 0.0066 0.0066 0.0062
ATR 0.0034 0.0036 0.0002 6.8% 0.0000
Volume 0 3 3 11
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 0.7733 0.7689 0.7549
R3 0.7667 0.7623 0.7531
R2 0.7601 0.7601 0.7525
R1 0.7557 0.7557 0.7519 0.7546
PP 0.7535 0.7535 0.7535 0.7530
S1 0.7491 0.7491 0.7507 0.7480
S2 0.7469 0.7469 0.7501
S3 0.7403 0.7425 0.7495
S4 0.7337 0.7359 0.7477
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7758 0.7726 0.7603
R3 0.7696 0.7664 0.7586
R2 0.7634 0.7634 0.7580
R1 0.7602 0.7602 0.7575 0.7618
PP 0.7572 0.7572 0.7572 0.7581
S1 0.7540 0.7540 0.7563 0.7556
S2 0.7510 0.7510 0.7558
S3 0.7448 0.7478 0.7552
S4 0.7386 0.7416 0.7535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7605 0.7513 0.0092 1.2% 0.0026 0.3% 0% False True 2
10 0.7605 0.7480 0.0125 1.7% 0.0016 0.2% 26% False False 1
20 0.7605 0.7441 0.0164 2.2% 0.0016 0.2% 44% False False 2
40 0.7800 0.7441 0.0359 4.8% 0.0014 0.2% 20% False False 3
60 0.7902 0.7441 0.0461 6.1% 0.0017 0.2% 16% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7752
1.618 0.7686
1.000 0.7645
0.618 0.7620
HIGH 0.7579
0.618 0.7554
0.500 0.7546
0.382 0.7538
LOW 0.7513
0.618 0.7472
1.000 0.7447
1.618 0.7406
2.618 0.7340
4.250 0.7232
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 0.7546 0.7552
PP 0.7535 0.7539
S1 0.7524 0.7526

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

View Archives - Comment on this page... - Back to Index of Symbols