CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 0.7405 0.7416 0.0011 0.1% 0.7454
High 0.7414 0.7426 0.0012 0.2% 0.7454
Low 0.7405 0.7392 -0.0013 -0.2% 0.7353
Close 0.7411 0.7401 -0.0010 -0.1% 0.7445
Range 0.0009 0.0034 0.0025 277.7% 0.0101
ATR 0.0046 0.0045 -0.0001 -1.9% 0.0000
Volume 1 5 4 400.0% 129
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7508 0.7489 0.7420
R3 0.7474 0.7455 0.7410
R2 0.7440 0.7440 0.7407
R1 0.7421 0.7421 0.7404 0.7414
PP 0.7406 0.7406 0.7406 0.7403
S1 0.7387 0.7387 0.7398 0.7380
S2 0.7372 0.7372 0.7395
S3 0.7338 0.7353 0.7392
S4 0.7304 0.7319 0.7382
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 0.7356 0.0089 1.2% 0.0036 0.5% 51% False False 11
10 0.7610 0.7353 0.0257 3.5% 0.0045 0.6% 19% False False 17
20 0.7680 0.7353 0.0327 4.4% 0.0040 0.5% 15% False False 15
40 0.7680 0.7353 0.0327 4.4% 0.0028 0.4% 15% False False 9
60 0.7800 0.7353 0.0447 6.0% 0.0023 0.3% 11% False False 7
80 0.7902 0.7353 0.0549 7.4% 0.0022 0.3% 9% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7515
1.618 0.7481
1.000 0.7460
0.618 0.7447
HIGH 0.7426
0.618 0.7413
0.500 0.7409
0.382 0.7405
LOW 0.7392
0.618 0.7371
1.000 0.7358
1.618 0.7337
2.618 0.7303
4.250 0.7248
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 0.7409 0.7415
PP 0.7406 0.7410
S1 0.7404 0.7406

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

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