CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 0.7660 0.7640 -0.0020 -0.3% 0.7532
High 0.7675 0.7640 -0.0035 -0.5% 0.7587
Low 0.7657 0.7612 -0.0045 -0.6% 0.7513
Close 0.7666 0.7628 -0.0038 -0.5% 0.7582
Range 0.0018 0.0028 0.0010 55.6% 0.0074
ATR 0.0040 0.0041 0.0001 2.4% 0.0000
Volume 8 3 -5 -62.5% 4
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7711 0.7697 0.7643
R3 0.7683 0.7669 0.7636
R2 0.7655 0.7655 0.7633
R1 0.7641 0.7641 0.7631 0.7634
PP 0.7627 0.7627 0.7627 0.7623
S1 0.7613 0.7613 0.7625 0.7606
S2 0.7599 0.7599 0.7623
S3 0.7571 0.7585 0.7620
S4 0.7543 0.7557 0.7613
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7783 0.7756 0.7623
R3 0.7709 0.7682 0.7602
R2 0.7635 0.7635 0.7596
R1 0.7608 0.7608 0.7589 0.7622
PP 0.7561 0.7561 0.7561 0.7567
S1 0.7534 0.7534 0.7575 0.7548
S2 0.7487 0.7487 0.7568
S3 0.7413 0.7460 0.7562
S4 0.7339 0.7386 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7519 0.0156 2.0% 0.0031 0.4% 70% False False 2
10 0.7675 0.7513 0.0162 2.1% 0.0028 0.4% 71% False False 2
20 0.7675 0.7441 0.0234 3.1% 0.0020 0.3% 80% False False 1
40 0.7800 0.7441 0.0359 4.7% 0.0018 0.2% 52% False False 3
60 0.7902 0.7441 0.0461 6.0% 0.0018 0.2% 41% False False 4
80 0.7961 0.7441 0.0520 6.8% 0.0020 0.3% 36% 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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7713
1.618 0.7685
1.000 0.7668
0.618 0.7657
HIGH 0.7640
0.618 0.7629
0.500 0.7626
0.382 0.7623
LOW 0.7612
0.618 0.7595
1.000 0.7584
1.618 0.7567
2.618 0.7539
4.250 0.7493
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 0.7627 0.7622
PP 0.7627 0.7616
S1 0.7626 0.7611

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

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