CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Jun-2018
Day Change Summary
Previous Current
06-Jun-2018 07-Jun-2018 Change Change % Previous Week
Open 0.7642 0.7679 0.0037 0.5% 0.7532
High 0.7680 0.7679 -0.0001 0.0% 0.7587
Low 0.7642 0.7633 -0.0009 -0.1% 0.7513
Close 0.7677 0.7633 -0.0044 -0.6% 0.7582
Range 0.0038 0.0046 0.0008 21.1% 0.0074
ATR 0.0042 0.0042 0.0000 0.6% 0.0000
Volume 80 14 -66 -82.5% 4
Daily Pivots for day following 07-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7786 0.7756 0.7658
R3 0.7740 0.7710 0.7646
R2 0.7694 0.7694 0.7641
R1 0.7664 0.7664 0.7637 0.7656
PP 0.7648 0.7648 0.7648 0.7645
S1 0.7618 0.7618 0.7629 0.7610
S2 0.7602 0.7602 0.7625
S3 0.7556 0.7572 0.7620
S4 0.7510 0.7526 0.7608
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 0.7680 0.7546 0.0134 1.8% 0.0033 0.4% 65% False False 21
10 0.7680 0.7513 0.0167 2.2% 0.0032 0.4% 72% False False 11
20 0.7680 0.7480 0.0200 2.6% 0.0022 0.3% 77% False False 6
40 0.7800 0.7441 0.0359 4.7% 0.0019 0.3% 53% False False 6
60 0.7902 0.7441 0.0461 6.0% 0.0020 0.3% 42% False False 6
80 0.7961 0.7441 0.0520 6.8% 0.0021 0.3% 37% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7875
2.618 0.7799
1.618 0.7753
1.000 0.7725
0.618 0.7707
HIGH 0.7679
0.618 0.7661
0.500 0.7656
0.382 0.7651
LOW 0.7633
0.618 0.7605
1.000 0.7587
1.618 0.7559
2.618 0.7513
4.250 0.7438
Fisher Pivots for day following 07-Jun-2018
Pivot 1 day 3 day
R1 0.7656 0.7646
PP 0.7648 0.7642
S1 0.7641 0.7637

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

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