CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 0.7543 0.7544 0.0001 0.0% 0.7643
High 0.7543 0.7544 0.0001 0.0% 0.7643
Low 0.7522 0.7544 0.0022 0.3% 0.7542
Close 0.7522 0.7544 0.0022 0.3% 0.7592
Range 0.0021 0.0000 -0.0021 -100.0% 0.0101
ATR 0.0037 0.0036 -0.0001 -2.9% 0.0000
Volume 1 6 5 500.0% 36
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 0.7544 0.7544 0.7544
R3 0.7544 0.7544 0.7544
R2 0.7544 0.7544 0.7544
R1 0.7544 0.7544 0.7544 0.7544
PP 0.7544 0.7544 0.7544 0.7544
S1 0.7544 0.7544 0.7544 0.7544
S2 0.7544 0.7544 0.7544
S3 0.7544 0.7544 0.7544
S4 0.7544 0.7544 0.7544
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7845 0.7648
R3 0.7794 0.7744 0.7620
R2 0.7693 0.7693 0.7611
R1 0.7643 0.7643 0.7601 0.7618
PP 0.7592 0.7592 0.7592 0.7580
S1 0.7542 0.7542 0.7583 0.7517
S2 0.7491 0.7491 0.7573
S3 0.7390 0.7441 0.7564
S4 0.7289 0.7340 0.7536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7592 0.7490 0.0102 1.4% 0.0024 0.3% 53% False False 3
10 0.7680 0.7490 0.0190 2.5% 0.0019 0.2% 28% False False 5
20 0.7800 0.7490 0.0310 4.1% 0.0014 0.2% 17% False False 5
40 0.7902 0.7490 0.0412 5.5% 0.0017 0.2% 13% False False 5
60 0.7961 0.7490 0.0471 6.2% 0.0020 0.3% 11% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7544
1.618 0.7544
1.000 0.7544
0.618 0.7544
HIGH 0.7544
0.618 0.7544
0.500 0.7544
0.382 0.7544
LOW 0.7544
0.618 0.7544
1.000 0.7544
1.618 0.7544
2.618 0.7544
4.250 0.7544
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 0.7544 0.7535
PP 0.7544 0.7526
S1 0.7544 0.7517

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

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