CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 0.7411 0.7396 -0.0015 -0.2% 0.7617
High 0.7426 0.7405 -0.0021 -0.3% 0.7630
Low 0.7353 0.7373 0.0020 0.3% 0.7459
Close 0.7384 0.7373 -0.0011 -0.1% 0.7459
Range 0.0073 0.0032 -0.0041 -56.2% 0.0171
ATR 0.0047 0.0046 -0.0001 -2.3% 0.0000
Volume 61 23 -38 -62.3% 61
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7480 0.7458 0.7391
R3 0.7448 0.7426 0.7382
R2 0.7416 0.7416 0.7379
R1 0.7394 0.7394 0.7376 0.7389
PP 0.7384 0.7384 0.7384 0.7381
S1 0.7362 0.7362 0.7370 0.7357
S2 0.7352 0.7352 0.7367
S3 0.7320 0.7330 0.7364
S4 0.7288 0.7298 0.7355
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 0.7579 0.7353 0.0226 3.1% 0.0049 0.7% 9% False False 27
10 0.7679 0.7353 0.0326 4.4% 0.0046 0.6% 6% False False 18
20 0.7680 0.7353 0.0327 4.4% 0.0038 0.5% 6% False False 14
40 0.7680 0.7353 0.0327 4.4% 0.0027 0.4% 6% False False 8
60 0.7800 0.7353 0.0447 6.1% 0.0023 0.3% 4% False False 8
80 0.7902 0.7353 0.0549 7.4% 0.0022 0.3% 4% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7489
1.618 0.7457
1.000 0.7437
0.618 0.7425
HIGH 0.7405
0.618 0.7393
0.500 0.7389
0.382 0.7385
LOW 0.7373
0.618 0.7353
1.000 0.7341
1.618 0.7321
2.618 0.7289
4.250 0.7237
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 0.7389 0.7404
PP 0.7384 0.7393
S1 0.7378 0.7383

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

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