CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7541 0.7485 -0.0056 -0.7% 0.7533
High 0.7561 0.7485 -0.0076 -1.0% 0.7558
Low 0.7541 0.7480 -0.0061 -0.8% 0.7441
Close 0.7541 0.7485 -0.0056 -0.7% 0.7558
Range 0.0020 0.0005 -0.0015 -75.0% 0.0117
ATR 0.0037 0.0039 0.0002 4.7% 0.0000
Volume
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.7498 0.7497 0.7488
R3 0.7493 0.7492 0.7486
R2 0.7488 0.7488 0.7486
R1 0.7487 0.7487 0.7485 0.7488
PP 0.7483 0.7483 0.7483 0.7484
S1 0.7482 0.7482 0.7485 0.7483
S2 0.7478 0.7478 0.7484
S3 0.7473 0.7477 0.7484
S4 0.7468 0.7472 0.7482
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7870 0.7831 0.7622
R3 0.7753 0.7714 0.7590
R2 0.7636 0.7636 0.7579
R1 0.7597 0.7597 0.7569 0.7617
PP 0.7519 0.7519 0.7519 0.7529
S1 0.7480 0.7480 0.7547 0.7500
S2 0.7402 0.7402 0.7537
S3 0.7285 0.7363 0.7526
S4 0.7168 0.7246 0.7494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7561 0.7441 0.0120 1.6% 0.0015 0.2% 37% False False 1
10 0.7570 0.7441 0.0129 1.7% 0.0015 0.2% 34% False False 3
20 0.7797 0.7441 0.0356 4.8% 0.0018 0.2% 12% False False 5
40 0.7800 0.7441 0.0359 4.8% 0.0016 0.2% 12% False False 5
60 0.7938 0.7441 0.0497 6.6% 0.0018 0.2% 9% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7506
2.618 0.7498
1.618 0.7493
1.000 0.7490
0.618 0.7488
HIGH 0.7485
0.618 0.7483
0.500 0.7483
0.382 0.7482
LOW 0.7480
0.618 0.7477
1.000 0.7475
1.618 0.7472
2.618 0.7467
4.250 0.7459
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7484 0.7521
PP 0.7483 0.7509
S1 0.7483 0.7497

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

View Archives - Comment on this page... - Back to Index of Symbols