CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 0.7517 0.7546 0.0029 0.4% 0.7590
High 0.7531 0.7569 0.0038 0.5% 0.7644
Low 0.7515 0.7517 0.0002 0.0% 0.7501
Close 0.7527 0.7554 0.0027 0.4% 0.7501
Range 0.0016 0.0052 0.0036 225.0% 0.0143
ATR
Volume 16 9 -7 -43.8% 16
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7703 0.7680 0.7583
R3 0.7651 0.7628 0.7568
R2 0.7599 0.7599 0.7564
R1 0.7576 0.7576 0.7559 0.7588
PP 0.7547 0.7547 0.7547 0.7552
S1 0.7524 0.7524 0.7549 0.7536
S2 0.7495 0.7495 0.7544
S3 0.7443 0.7472 0.7540
S4 0.7391 0.7420 0.7525
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7978 0.7882 0.7580
R3 0.7835 0.7739 0.7540
R2 0.7692 0.7692 0.7527
R1 0.7596 0.7596 0.7514 0.7573
PP 0.7549 0.7549 0.7549 0.7537
S1 0.7453 0.7453 0.7488 0.7429
S2 0.7406 0.7406 0.7475
S3 0.7263 0.7310 0.7462
S4 0.7120 0.7167 0.7422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7628 0.7501 0.0127 1.7% 0.0041 0.5% 42% False False 7
10 0.7644 0.7501 0.0143 1.9% 0.0033 0.4% 37% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7705
1.618 0.7653
1.000 0.7621
0.618 0.7601
HIGH 0.7569
0.618 0.7549
0.500 0.7543
0.382 0.7537
LOW 0.7517
0.618 0.7485
1.000 0.7465
1.618 0.7433
2.618 0.7381
4.250 0.7296
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 0.7550 0.7548
PP 0.7547 0.7541
S1 0.7543 0.7535

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

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