CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 0.7640 0.7642 0.0002 0.0% 0.7532
High 0.7640 0.7680 0.0040 0.5% 0.7587
Low 0.7612 0.7642 0.0030 0.4% 0.7513
Close 0.7628 0.7677 0.0049 0.6% 0.7582
Range 0.0028 0.0038 0.0010 35.7% 0.0074
ATR 0.0041 0.0042 0.0001 1.8% 0.0000
Volume 3 80 77 2,566.7% 4
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7780 0.7767 0.7698
R3 0.7742 0.7729 0.7687
R2 0.7704 0.7704 0.7684
R1 0.7691 0.7691 0.7680 0.7698
PP 0.7666 0.7666 0.7666 0.7670
S1 0.7653 0.7653 0.7674 0.7660
S2 0.7628 0.7628 0.7670
S3 0.7590 0.7615 0.7667
S4 0.7552 0.7577 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 0.7680 0.7546 0.0134 1.7% 0.0026 0.3% 98% True False 18
10 0.7680 0.7513 0.0167 2.2% 0.0031 0.4% 98% True False 10
20 0.7680 0.7441 0.0239 3.1% 0.0021 0.3% 99% True False 5
40 0.7800 0.7441 0.0359 4.7% 0.0018 0.2% 66% False False 5
60 0.7902 0.7441 0.0461 6.0% 0.0019 0.2% 51% False False 5
80 0.7961 0.7441 0.0520 6.8% 0.0020 0.3% 45% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7842
2.618 0.7779
1.618 0.7741
1.000 0.7718
0.618 0.7703
HIGH 0.7680
0.618 0.7665
0.500 0.7661
0.382 0.7657
LOW 0.7642
0.618 0.7619
1.000 0.7604
1.618 0.7581
2.618 0.7543
4.250 0.7481
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 0.7672 0.7667
PP 0.7666 0.7656
S1 0.7661 0.7646

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

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