CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 0.7625 0.7617 -0.0008 -0.1% 0.7660
High 0.7625 0.7626 0.0001 0.0% 0.7680
Low 0.7580 0.7617 0.0037 0.5% 0.7580
Close 0.7612 0.7617 0.0005 0.1% 0.7612
Range 0.0045 0.0009 -0.0036 -80.0% 0.0100
ATR 0.0043 0.0041 -0.0002 -4.8% 0.0000
Volume 7 0 -7 -100.0% 112
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7647 0.7641 0.7622
R3 0.7638 0.7632 0.7619
R2 0.7629 0.7629 0.7619
R1 0.7623 0.7623 0.7618 0.7622
PP 0.7620 0.7620 0.7620 0.7619
S1 0.7614 0.7614 0.7616 0.7613
S2 0.7611 0.7611 0.7615
S3 0.7602 0.7605 0.7615
S4 0.7593 0.7596 0.7612
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7924 0.7868 0.7667
R3 0.7824 0.7768 0.7640
R2 0.7724 0.7724 0.7630
R1 0.7668 0.7668 0.7621 0.7646
PP 0.7624 0.7624 0.7624 0.7613
S1 0.7568 0.7568 0.7603 0.7546
S2 0.7524 0.7524 0.7594
S3 0.7424 0.7468 0.7585
S4 0.7324 0.7368 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7580 0.0100 1.3% 0.0033 0.4% 37% False False 20
10 0.7680 0.7513 0.0167 2.2% 0.0036 0.5% 62% False False 11
20 0.7680 0.7480 0.0200 2.6% 0.0024 0.3% 69% False False 6
40 0.7797 0.7441 0.0356 4.7% 0.0020 0.3% 49% False False 5
60 0.7810 0.7441 0.0369 4.8% 0.0020 0.3% 48% False False 6
80 0.7961 0.7441 0.0520 6.8% 0.0020 0.3% 34% False False 5
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7650
1.618 0.7641
1.000 0.7635
0.618 0.7632
HIGH 0.7626
0.618 0.7623
0.500 0.7622
0.382 0.7620
LOW 0.7617
0.618 0.7611
1.000 0.7608
1.618 0.7602
2.618 0.7593
4.250 0.7579
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 0.7622 0.7630
PP 0.7620 0.7625
S1 0.7619 0.7621

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

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