CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 0.7766 0.7764 -0.0002 0.0% 0.7845
High 0.7770 0.7844 0.0074 1.0% 0.7896
Low 0.7730 0.7760 0.0030 0.4% 0.7716
Close 0.7763 0.7820 0.0057 0.7% 0.7757
Range 0.0040 0.0084 0.0044 110.0% 0.0180
ATR 0.0064 0.0066 0.0001 2.2% 0.0000
Volume 612 1,079 467 76.3% 4,538
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8060 0.8024 0.7866
R3 0.7976 0.7940 0.7843
R2 0.7892 0.7892 0.7835
R1 0.7856 0.7856 0.7828 0.7874
PP 0.7808 0.7808 0.7808 0.7817
S1 0.7772 0.7772 0.7812 0.7790
S2 0.7724 0.7724 0.7805
S3 0.7640 0.7688 0.7797
S4 0.7556 0.7604 0.7774
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8330 0.8223 0.7856
R3 0.8150 0.8043 0.7807
R2 0.7970 0.7970 0.7790
R1 0.7863 0.7863 0.7774 0.7827
PP 0.7790 0.7790 0.7790 0.7771
S1 0.7683 0.7683 0.7741 0.7647
S2 0.7610 0.7610 0.7724
S3 0.7430 0.7503 0.7708
S4 0.7250 0.7323 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7844 0.7716 0.0128 1.6% 0.0053 0.7% 81% True False 943
10 0.7896 0.7716 0.0180 2.3% 0.0059 0.8% 58% False False 687
20 0.7986 0.7716 0.0270 3.5% 0.0067 0.9% 39% False False 520
40 0.8130 0.7716 0.0414 5.3% 0.0067 0.9% 25% False False 357
60 0.8130 0.7501 0.0629 8.0% 0.0054 0.7% 51% False False 245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8201
2.618 0.8064
1.618 0.7980
1.000 0.7928
0.618 0.7896
HIGH 0.7844
0.618 0.7812
0.500 0.7802
0.382 0.7792
LOW 0.7760
0.618 0.7708
1.000 0.7676
1.618 0.7624
2.618 0.7540
4.250 0.7403
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 0.7814 0.7809
PP 0.7808 0.7798
S1 0.7802 0.7787

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

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