CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.7416 0.7380 -0.0036 -0.5% 0.7454
High 0.7426 0.7408 -0.0018 -0.2% 0.7454
Low 0.7392 0.7330 -0.0062 -0.8% 0.7353
Close 0.7401 0.7359 -0.0042 -0.6% 0.7445
Range 0.0034 0.0078 0.0044 129.4% 0.0101
ATR 0.0045 0.0048 0.0002 5.1% 0.0000
Volume 5 10 5 100.0% 129
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7600 0.7557 0.7402
R3 0.7522 0.7479 0.7380
R2 0.7444 0.7444 0.7373
R1 0.7401 0.7401 0.7366 0.7384
PP 0.7366 0.7366 0.7366 0.7357
S1 0.7323 0.7323 0.7352 0.7306
S2 0.7288 0.7288 0.7345
S3 0.7210 0.7245 0.7338
S4 0.7132 0.7167 0.7316
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 0.7330 0.0115 1.6% 0.0045 0.6% 25% False True 8
10 0.7579 0.7330 0.0249 3.4% 0.0047 0.6% 12% False True 18
20 0.7680 0.7330 0.0350 4.8% 0.0040 0.5% 8% False True 15
40 0.7680 0.7330 0.0350 4.8% 0.0030 0.4% 8% False True 9
60 0.7800 0.7330 0.0470 6.4% 0.0024 0.3% 6% False True 7
80 0.7902 0.7330 0.0572 7.8% 0.0023 0.3% 5% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7740
2.618 0.7612
1.618 0.7534
1.000 0.7486
0.618 0.7456
HIGH 0.7408
0.618 0.7378
0.500 0.7369
0.382 0.7360
LOW 0.7330
0.618 0.7282
1.000 0.7252
1.618 0.7204
2.618 0.7126
4.250 0.6999
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.7369 0.7378
PP 0.7366 0.7372
S1 0.7362 0.7365

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

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