CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 0.7378 0.7396 0.0018 0.2% 0.7454
High 0.7398 0.7445 0.0047 0.6% 0.7454
Low 0.7356 0.7384 0.0028 0.4% 0.7353
Close 0.7398 0.7445 0.0047 0.6% 0.7445
Range 0.0042 0.0061 0.0019 45.2% 0.0101
ATR 0.0046 0.0047 0.0001 2.4% 0.0000
Volume 16 12 -4 -25.0% 129
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7608 0.7587 0.7479
R3 0.7547 0.7526 0.7462
R2 0.7486 0.7486 0.7456
R1 0.7465 0.7465 0.7451 0.7476
PP 0.7425 0.7425 0.7425 0.7430
S1 0.7404 0.7404 0.7439 0.7415
S2 0.7364 0.7364 0.7434
S3 0.7303 0.7343 0.7428
S4 0.7242 0.7282 0.7411
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7720 0.7684 0.7501
R3 0.7619 0.7583 0.7473
R2 0.7518 0.7518 0.7464
R1 0.7482 0.7482 0.7454 0.7450
PP 0.7417 0.7417 0.7417 0.7401
S1 0.7381 0.7381 0.7436 0.7348
S2 0.7316 0.7316 0.7426
S3 0.7215 0.7280 0.7417
S4 0.7114 0.7179 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7454 0.7353 0.0101 1.4% 0.0047 0.6% 91% False False 25
10 0.7630 0.7353 0.0277 3.7% 0.0047 0.6% 33% False False 19
20 0.7680 0.7353 0.0327 4.4% 0.0041 0.6% 28% False False 15
40 0.7680 0.7353 0.0327 4.4% 0.0029 0.4% 28% False False 9
60 0.7800 0.7353 0.0447 6.0% 0.0023 0.3% 21% False False 7
80 0.7902 0.7353 0.0549 7.4% 0.0022 0.3% 17% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7605
1.618 0.7544
1.000 0.7506
0.618 0.7483
HIGH 0.7445
0.618 0.7422
0.500 0.7415
0.382 0.7407
LOW 0.7384
0.618 0.7346
1.000 0.7323
1.618 0.7285
2.618 0.7224
4.250 0.7125
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 0.7435 0.7430
PP 0.7425 0.7415
S1 0.7415 0.7401

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

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