CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 0.7695 0.7717 0.0022 0.3% 0.7759
High 0.7695 0.7717 0.0022 0.3% 0.7760
Low 0.7691 0.7717 0.0026 0.3% 0.7661
Close 0.7691 0.7717 0.0026 0.3% 0.7687
Range 0.0004 0.0000 -0.0004 -100.0% 0.0099
ATR 0.0040 0.0039 -0.0001 -2.5% 0.0000
Volume 10 0 -10 -100.0% 57
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7717 0.7717 0.7717
R3 0.7717 0.7717 0.7717
R2 0.7717 0.7717 0.7717
R1 0.7717 0.7717 0.7717 0.7717
PP 0.7717 0.7717 0.7717 0.7717
S1 0.7717 0.7717 0.7717 0.7717
S2 0.7717 0.7717 0.7717
S3 0.7717 0.7717 0.7717
S4 0.7717 0.7717 0.7717
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8000 0.7942 0.7741
R3 0.7901 0.7843 0.7714
R2 0.7802 0.7802 0.7705
R1 0.7744 0.7744 0.7696 0.7724
PP 0.7703 0.7703 0.7703 0.7692
S1 0.7645 0.7645 0.7678 0.7625
S2 0.7604 0.7604 0.7669
S3 0.7505 0.7546 0.7660
S4 0.7406 0.7447 0.7633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7717 0.7661 0.0056 0.7% 0.0015 0.2% 100% True False 6
10 0.7769 0.7661 0.0108 1.4% 0.0022 0.3% 52% False False 7
20 0.7902 0.7661 0.0241 3.1% 0.0021 0.3% 23% False False 6
40 0.7961 0.7661 0.0300 3.9% 0.0023 0.3% 19% False False 4
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7717
1.618 0.7717
1.000 0.7717
0.618 0.7717
HIGH 0.7717
0.618 0.7717
0.500 0.7717
0.382 0.7717
LOW 0.7717
0.618 0.7717
1.000 0.7717
1.618 0.7717
2.618 0.7717
4.250 0.7717
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 0.7717 0.7708
PP 0.7717 0.7699
S1 0.7717 0.7691

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

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