CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.7578 0.7479 -0.0099 -1.3% 0.7617
High 0.7579 0.7479 -0.0100 -1.3% 0.7630
Low 0.7490 0.7459 -0.0031 -0.4% 0.7459
Close 0.7495 0.7459 -0.0036 -0.5% 0.7459
Range 0.0089 0.0020 -0.0069 -77.5% 0.0171
ATR 0.0047 0.0046 -0.0001 -1.6% 0.0000
Volume 28 8 -20 -71.4% 61
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7526 0.7512 0.7470
R3 0.7506 0.7492 0.7465
R2 0.7486 0.7486 0.7463
R1 0.7472 0.7472 0.7461 0.7469
PP 0.7466 0.7466 0.7466 0.7464
S1 0.7452 0.7452 0.7457 0.7449
S2 0.7446 0.7446 0.7455
S3 0.7426 0.7432 0.7453
S4 0.7406 0.7412 0.7448
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8029 0.7915 0.7553
R3 0.7858 0.7744 0.7506
R2 0.7687 0.7687 0.7490
R1 0.7573 0.7573 0.7475 0.7545
PP 0.7516 0.7516 0.7516 0.7502
S1 0.7402 0.7402 0.7443 0.7374
S2 0.7345 0.7345 0.7428
S3 0.7174 0.7231 0.7412
S4 0.7003 0.7060 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7459 0.0171 2.3% 0.0046 0.6% 0% False True 12
10 0.7680 0.7459 0.0221 3.0% 0.0041 0.5% 0% False True 17
20 0.7680 0.7459 0.0221 3.0% 0.0033 0.4% 0% False True 9
40 0.7680 0.7441 0.0239 3.2% 0.0025 0.3% 8% False False 6
60 0.7800 0.7441 0.0359 4.8% 0.0020 0.3% 5% False False 6
80 0.7902 0.7441 0.0461 6.2% 0.0021 0.3% 4% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7531
1.618 0.7511
1.000 0.7499
0.618 0.7491
HIGH 0.7479
0.618 0.7471
0.500 0.7469
0.382 0.7467
LOW 0.7459
0.618 0.7447
1.000 0.7439
1.618 0.7427
2.618 0.7407
4.250 0.7374
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.7469 0.7535
PP 0.7466 0.7509
S1 0.7462 0.7484

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

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