CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 0.7655 0.7708 0.0053 0.7% 0.7664
High 0.7703 0.7717 0.0014 0.2% 0.7717
Low 0.7655 0.7706 0.0051 0.7% 0.7647
Close 0.7703 0.7712 0.0009 0.1% 0.7712
Range 0.0048 0.0011 -0.0037 -77.1% 0.0070
ATR 0.0038 0.0036 -0.0002 -4.5% 0.0000
Volume 12 12 0 0.0% 78
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7745 0.7739 0.7718
R3 0.7734 0.7728 0.7715
R2 0.7723 0.7723 0.7714
R1 0.7717 0.7717 0.7713 0.7720
PP 0.7712 0.7712 0.7712 0.7713
S1 0.7706 0.7706 0.7711 0.7709
S2 0.7701 0.7701 0.7710
S3 0.7690 0.7695 0.7709
S4 0.7679 0.7684 0.7706
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7902 0.7877 0.7751
R3 0.7832 0.7807 0.7731
R2 0.7762 0.7762 0.7725
R1 0.7737 0.7737 0.7718 0.7750
PP 0.7692 0.7692 0.7692 0.7698
S1 0.7667 0.7667 0.7706 0.7680
S2 0.7622 0.7622 0.7699
S3 0.7552 0.7597 0.7693
S4 0.7482 0.7527 0.7674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7717 0.7647 0.0070 0.9% 0.0021 0.3% 93% True False 15
10 0.7717 0.7515 0.0202 2.6% 0.0024 0.3% 98% True False 12
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7764
2.618 0.7746
1.618 0.7735
1.000 0.7728
0.618 0.7724
HIGH 0.7717
0.618 0.7713
0.500 0.7712
0.382 0.7710
LOW 0.7706
0.618 0.7699
1.000 0.7695
1.618 0.7688
2.618 0.7677
4.250 0.7659
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 0.7712 0.7703
PP 0.7712 0.7695
S1 0.7712 0.7686

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

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