CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.7532 0.7519 -0.0013 -0.2% 0.7567
High 0.7579 0.7585 0.0006 0.1% 0.7605
Low 0.7513 0.7519 0.0006 0.1% 0.7543
Close 0.7513 0.7585 0.0072 1.0% 0.7569
Range 0.0066 0.0066 0.0000 0.0% 0.0062
ATR 0.0036 0.0039 0.0003 7.1% 0.0000
Volume 3 1 -2 -66.7% 11
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.7761 0.7739 0.7621
R3 0.7695 0.7673 0.7603
R2 0.7629 0.7629 0.7597
R1 0.7607 0.7607 0.7591 0.7618
PP 0.7563 0.7563 0.7563 0.7569
S1 0.7541 0.7541 0.7579 0.7552
S2 0.7497 0.7497 0.7573
S3 0.7431 0.7475 0.7567
S4 0.7365 0.7409 0.7549
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 0.7591 0.7513 0.0078 1.0% 0.0036 0.5% 92% False False 2
10 0.7605 0.7513 0.0092 1.2% 0.0022 0.3% 78% False False 1
20 0.7605 0.7441 0.0164 2.2% 0.0019 0.2% 88% False False 2
40 0.7800 0.7441 0.0359 4.7% 0.0016 0.2% 40% False False 3
60 0.7902 0.7441 0.0461 6.1% 0.0018 0.2% 31% 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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7865
2.618 0.7758
1.618 0.7692
1.000 0.7651
0.618 0.7626
HIGH 0.7585
0.618 0.7560
0.500 0.7552
0.382 0.7544
LOW 0.7519
0.618 0.7478
1.000 0.7453
1.618 0.7412
2.618 0.7346
4.250 0.7239
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.7574 0.7573
PP 0.7563 0.7561
S1 0.7552 0.7549

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

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