CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 0.7617 0.7600 -0.0017 -0.2% 0.7660
High 0.7626 0.7630 0.0004 0.1% 0.7680
Low 0.7617 0.7580 -0.0037 -0.5% 0.7580
Close 0.7617 0.7582 -0.0035 -0.5% 0.7612
Range 0.0009 0.0050 0.0041 455.6% 0.0100
ATR 0.0041 0.0042 0.0001 1.5% 0.0000
Volume 0 17 17 112
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7747 0.7715 0.7610
R3 0.7697 0.7665 0.7596
R2 0.7647 0.7647 0.7591
R1 0.7615 0.7615 0.7587 0.7606
PP 0.7597 0.7597 0.7597 0.7593
S1 0.7565 0.7565 0.7577 0.7556
S2 0.7547 0.7547 0.7573
S3 0.7497 0.7515 0.7568
S4 0.7447 0.7465 0.7555
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7924 0.7868 0.7667
R3 0.7824 0.7768 0.7640
R2 0.7724 0.7724 0.7630
R1 0.7668 0.7668 0.7621 0.7646
PP 0.7624 0.7624 0.7624 0.7613
S1 0.7568 0.7568 0.7603 0.7546
S2 0.7524 0.7524 0.7594
S3 0.7424 0.7468 0.7585
S4 0.7324 0.7368 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7580 0.0100 1.3% 0.0038 0.5% 2% False True 23
10 0.7680 0.7519 0.0161 2.1% 0.0034 0.5% 39% False False 13
20 0.7680 0.7480 0.0200 2.6% 0.0025 0.3% 51% False False 7
40 0.7797 0.7441 0.0356 4.7% 0.0021 0.3% 40% False False 6
60 0.7800 0.7441 0.0359 4.7% 0.0020 0.3% 39% False False 6
80 0.7961 0.7441 0.0520 6.9% 0.0020 0.3% 27% False False 5
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 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7761
1.618 0.7711
1.000 0.7680
0.618 0.7661
HIGH 0.7630
0.618 0.7611
0.500 0.7605
0.382 0.7599
LOW 0.7580
0.618 0.7549
1.000 0.7530
1.618 0.7499
2.618 0.7449
4.250 0.7368
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 0.7605 0.7605
PP 0.7597 0.7597
S1 0.7590 0.7590

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

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