CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 0.7580 0.7578 -0.0002 0.0% 0.7660
High 0.7610 0.7579 -0.0031 -0.4% 0.7680
Low 0.7546 0.7490 -0.0056 -0.7% 0.7580
Close 0.7569 0.7495 -0.0074 -1.0% 0.7612
Range 0.0064 0.0089 0.0025 39.1% 0.0100
ATR 0.0043 0.0047 0.0003 7.5% 0.0000
Volume 8 28 20 250.0% 112
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7788 0.7731 0.7544
R3 0.7699 0.7642 0.7519
R2 0.7610 0.7610 0.7511
R1 0.7553 0.7553 0.7503 0.7537
PP 0.7521 0.7521 0.7521 0.7514
S1 0.7464 0.7464 0.7487 0.7448
S2 0.7432 0.7432 0.7479
S3 0.7343 0.7375 0.7471
S4 0.7254 0.7286 0.7446
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 0.7630 0.7490 0.0140 1.9% 0.0051 0.7% 4% False True 12
10 0.7680 0.7490 0.0190 2.5% 0.0042 0.6% 3% False True 16
20 0.7680 0.7490 0.0190 2.5% 0.0032 0.4% 3% False True 9
40 0.7736 0.7441 0.0295 3.9% 0.0024 0.3% 18% False False 6
60 0.7800 0.7441 0.0359 4.8% 0.0021 0.3% 15% False False 6
80 0.7902 0.7441 0.0461 6.2% 0.0021 0.3% 12% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 0.7957
2.618 0.7812
1.618 0.7723
1.000 0.7668
0.618 0.7634
HIGH 0.7579
0.618 0.7545
0.500 0.7535
0.382 0.7524
LOW 0.7490
0.618 0.7435
1.000 0.7401
1.618 0.7346
2.618 0.7257
4.250 0.7112
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 0.7535 0.7560
PP 0.7521 0.7538
S1 0.7508 0.7517

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

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