CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 0.7524 0.7522 -0.0002 0.0% 0.7533
High 0.7531 0.7522 -0.0009 -0.1% 0.7558
Low 0.7524 0.7522 -0.0002 0.0% 0.7441
Close 0.7531 0.7522 -0.0009 -0.1% 0.7558
Range 0.0007 0.0000 -0.0007 -100.0% 0.0117
ATR 0.0039 0.0037 -0.0002 -5.5% 0.0000
Volume 1 0 -1 -100.0% 20
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 0.7522 0.7522 0.7522
R3 0.7522 0.7522 0.7522
R2 0.7522 0.7522 0.7522
R1 0.7522 0.7522 0.7522 0.7522
PP 0.7522 0.7522 0.7522 0.7522
S1 0.7522 0.7522 0.7522 0.7522
S2 0.7522 0.7522 0.7522
S3 0.7522 0.7522 0.7522
S4 0.7522 0.7522 0.7522
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 0.7480 0.0081 1.1% 0.0006 0.1% 52% False False
10 0.7570 0.7441 0.0129 1.7% 0.0014 0.2% 63% False False 2
20 0.7680 0.7441 0.0239 3.2% 0.0016 0.2% 34% False False 3
40 0.7800 0.7441 0.0359 4.8% 0.0014 0.2% 23% False False 4
60 0.7902 0.7441 0.0461 6.1% 0.0017 0.2% 18% False False 4
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7522
1.618 0.7522
1.000 0.7522
0.618 0.7522
HIGH 0.7522
0.618 0.7522
0.500 0.7522
0.382 0.7522
LOW 0.7522
0.618 0.7522
1.000 0.7522
1.618 0.7522
2.618 0.7522
4.250 0.7522
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 0.7522 0.7517
PP 0.7522 0.7511
S1 0.7522 0.7506

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

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