CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-Jun-2018
Day Change Summary
Previous Current
22-Jun-2018 25-Jun-2018 Change Change % Previous Week
Open 0.7396 0.7405 0.0009 0.1% 0.7454
High 0.7445 0.7414 -0.0031 -0.4% 0.7454
Low 0.7384 0.7405 0.0021 0.3% 0.7353
Close 0.7445 0.7411 -0.0034 -0.5% 0.7445
Range 0.0061 0.0009 -0.0052 -85.2% 0.0101
ATR 0.0047 0.0046 0.0000 -1.0% 0.0000
Volume 12 1 -11 -91.7% 129
Daily Pivots for day following 25-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7437 0.7433 0.7416
R3 0.7428 0.7424 0.7413
R2 0.7419 0.7419 0.7413
R1 0.7415 0.7415 0.7412 0.7417
PP 0.7410 0.7410 0.7410 0.7411
S1 0.7406 0.7406 0.7410 0.7408
S2 0.7401 0.7401 0.7409
S3 0.7392 0.7397 0.7409
S4 0.7383 0.7388 0.7406
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7720 0.7684 0.7501
R3 0.7619 0.7583 0.7473
R2 0.7518 0.7518 0.7464
R1 0.7482 0.7482 0.7454 0.7450
PP 0.7417 0.7417 0.7417 0.7401
S1 0.7381 0.7381 0.7436 0.7348
S2 0.7316 0.7316 0.7426
S3 0.7215 0.7280 0.7417
S4 0.7114 0.7179 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7445 0.7353 0.0092 1.2% 0.0043 0.6% 63% False False 22
10 0.7630 0.7353 0.0277 3.7% 0.0047 0.6% 21% False False 19
20 0.7680 0.7353 0.0327 4.4% 0.0041 0.6% 18% False False 15
40 0.7680 0.7353 0.0327 4.4% 0.0028 0.4% 18% False False 8
60 0.7800 0.7353 0.0447 6.0% 0.0022 0.3% 13% False False 7
80 0.7902 0.7353 0.0549 7.4% 0.0022 0.3% 11% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7452
2.618 0.7438
1.618 0.7429
1.000 0.7423
0.618 0.7420
HIGH 0.7414
0.618 0.7411
0.500 0.7410
0.382 0.7408
LOW 0.7405
0.618 0.7399
1.000 0.7396
1.618 0.7390
2.618 0.7381
4.250 0.7367
Fisher Pivots for day following 25-Jun-2018
Pivot 1 day 3 day
R1 0.7411 0.7408
PP 0.7410 0.7404
S1 0.7410 0.7401

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

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