CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Jun-2018
Day Change Summary
Previous Current
18-Jun-2018 19-Jun-2018 Change Change % Previous Week
Open 0.7454 0.7411 -0.0043 -0.6% 0.7617
High 0.7454 0.7426 -0.0028 -0.4% 0.7630
Low 0.7425 0.7353 -0.0072 -1.0% 0.7459
Close 0.7425 0.7384 -0.0041 -0.6% 0.7459
Range 0.0029 0.0073 0.0044 151.7% 0.0171
ATR 0.0045 0.0047 0.0002 4.4% 0.0000
Volume 17 61 44 258.8% 61
Daily Pivots for day following 19-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7607 0.7568 0.7424
R3 0.7534 0.7495 0.7404
R2 0.7461 0.7461 0.7397
R1 0.7422 0.7422 0.7391 0.7405
PP 0.7388 0.7388 0.7388 0.7379
S1 0.7349 0.7349 0.7377 0.7332
S2 0.7315 0.7315 0.7371
S3 0.7242 0.7276 0.7364
S4 0.7169 0.7203 0.7344
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 0.7610 0.7353 0.0257 3.5% 0.0055 0.7% 12% False True 24
10 0.7680 0.7353 0.0327 4.4% 0.0046 0.6% 9% False True 24
20 0.7680 0.7353 0.0327 4.4% 0.0037 0.5% 9% False True 13
40 0.7680 0.7353 0.0327 4.4% 0.0027 0.4% 9% False True 8
60 0.7800 0.7353 0.0447 6.1% 0.0022 0.3% 7% False True 7
80 0.7902 0.7353 0.0549 7.4% 0.0021 0.3% 6% False True 6
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7736
2.618 0.7617
1.618 0.7544
1.000 0.7499
0.618 0.7471
HIGH 0.7426
0.618 0.7398
0.500 0.7390
0.382 0.7381
LOW 0.7353
0.618 0.7308
1.000 0.7280
1.618 0.7235
2.618 0.7162
4.250 0.7043
Fisher Pivots for day following 19-Jun-2018
Pivot 1 day 3 day
R1 0.7390 0.7416
PP 0.7388 0.7405
S1 0.7386 0.7395

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

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