CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 0.7582 0.7660 0.0078 1.0% 0.7532
High 0.7582 0.7675 0.0093 1.2% 0.7587
Low 0.7546 0.7657 0.0111 1.5% 0.7513
Close 0.7582 0.7666 0.0084 1.1% 0.7582
Range 0.0036 0.0018 -0.0018 -50.0% 0.0074
ATR 0.0036 0.0040 0.0004 11.1% 0.0000
Volume 0 8 8 4
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7720 0.7711 0.7676
R3 0.7702 0.7693 0.7671
R2 0.7684 0.7684 0.7669
R1 0.7675 0.7675 0.7668 0.7680
PP 0.7666 0.7666 0.7666 0.7668
S1 0.7657 0.7657 0.7664 0.7662
S2 0.7648 0.7648 0.7663
S3 0.7630 0.7639 0.7661
S4 0.7612 0.7621 0.7656
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7783 0.7756 0.7623
R3 0.7709 0.7682 0.7602
R2 0.7635 0.7635 0.7596
R1 0.7608 0.7608 0.7589 0.7622
PP 0.7561 0.7561 0.7561 0.7567
S1 0.7534 0.7534 0.7575 0.7548
S2 0.7487 0.7487 0.7568
S3 0.7413 0.7460 0.7562
S4 0.7339 0.7386 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7513 0.0162 2.1% 0.0039 0.5% 94% True False 2
10 0.7675 0.7513 0.0162 2.1% 0.0028 0.4% 94% True False 2
20 0.7675 0.7441 0.0234 3.1% 0.0019 0.2% 96% True False 2
40 0.7800 0.7441 0.0359 4.7% 0.0017 0.2% 63% False False 3
60 0.7902 0.7441 0.0461 6.0% 0.0018 0.2% 49% False False 4
80 0.7961 0.7441 0.0520 6.8% 0.0019 0.3% 43% 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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7752
2.618 0.7722
1.618 0.7704
1.000 0.7693
0.618 0.7686
HIGH 0.7675
0.618 0.7668
0.500 0.7666
0.382 0.7664
LOW 0.7657
0.618 0.7646
1.000 0.7639
1.618 0.7628
2.618 0.7610
4.250 0.7581
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 0.7666 0.7648
PP 0.7666 0.7629
S1 0.7666 0.7611

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

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