CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 0.7380 0.7341 -0.0039 -0.5% 0.7454
High 0.7408 0.7365 -0.0043 -0.6% 0.7454
Low 0.7330 0.7341 0.0011 0.2% 0.7353
Close 0.7359 0.7354 -0.0005 -0.1% 0.7445
Range 0.0078 0.0024 -0.0054 -69.2% 0.0101
ATR 0.0048 0.0046 -0.0002 -3.6% 0.0000
Volume 10 5 -5 -50.0% 129
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7425 0.7414 0.7367
R3 0.7401 0.7390 0.7361
R2 0.7377 0.7377 0.7358
R1 0.7366 0.7366 0.7356 0.7372
PP 0.7353 0.7353 0.7353 0.7356
S1 0.7342 0.7342 0.7352 0.7348
S2 0.7329 0.7329 0.7350
S3 0.7305 0.7318 0.7347
S4 0.7281 0.7294 0.7341
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% 0.0041 0.6% 21% False False 6
10 0.7479 0.7330 0.0149 2.0% 0.0040 0.5% 16% False False 15
20 0.7680 0.7330 0.0350 4.8% 0.0041 0.6% 7% False False 16
40 0.7680 0.7330 0.0350 4.8% 0.0030 0.4% 7% False False 9
60 0.7800 0.7330 0.0470 6.4% 0.0024 0.3% 5% False False 7
80 0.7902 0.7330 0.0572 7.8% 0.0024 0.3% 4% False False 7
100 0.7961 0.7330 0.0631 8.6% 0.0024 0.3% 4% False False 6
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7428
1.618 0.7404
1.000 0.7389
0.618 0.7380
HIGH 0.7365
0.618 0.7356
0.500 0.7353
0.382 0.7350
LOW 0.7341
0.618 0.7326
1.000 0.7317
1.618 0.7302
2.618 0.7278
4.250 0.7239
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 0.7354 0.7378
PP 0.7353 0.7370
S1 0.7353 0.7362

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

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