CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 0.7660 0.7691 0.0031 0.4% 0.7706
High 0.7691 0.7696 0.0005 0.1% 0.7760
Low 0.7644 0.7650 0.0006 0.1% 0.7644
Close 0.7676 0.7653 -0.0023 -0.3% 0.7676
Range 0.0047 0.0046 -0.0001 -2.1% 0.0116
ATR 0.0065 0.0064 -0.0001 -2.1% 0.0000
Volume 82,322 44,701 -37,621 -45.7% 360,940
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7804 0.7775 0.7678
R3 0.7758 0.7729 0.7666
R2 0.7712 0.7712 0.7661
R1 0.7683 0.7683 0.7657 0.7675
PP 0.7666 0.7666 0.7666 0.7662
S1 0.7637 0.7637 0.7649 0.7629
S2 0.7620 0.7620 0.7645
S3 0.7574 0.7591 0.7640
S4 0.7528 0.7545 0.7628
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8041 0.7975 0.7740
R3 0.7925 0.7859 0.7708
R2 0.7809 0.7809 0.7697
R1 0.7743 0.7743 0.7687 0.7718
PP 0.7693 0.7693 0.7693 0.7681
S1 0.7627 0.7627 0.7665 0.7602
S2 0.7577 0.7577 0.7655
S3 0.7461 0.7511 0.7644
S4 0.7345 0.7395 0.7612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7760 0.7644 0.0116 1.5% 0.0055 0.7% 8% False False 81,128
10 0.7788 0.7644 0.0144 1.9% 0.0062 0.8% 6% False False 102,208
20 0.7921 0.7644 0.0277 3.6% 0.0064 0.8% 3% False False 66,283
40 0.8039 0.7644 0.0395 5.2% 0.0067 0.9% 2% False False 33,380
60 0.8130 0.7644 0.0486 6.4% 0.0065 0.8% 2% False False 22,304
80 0.8130 0.7501 0.0629 8.2% 0.0056 0.7% 24% False False 16,734
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7892
2.618 0.7816
1.618 0.7770
1.000 0.7742
0.618 0.7724
HIGH 0.7696
0.618 0.7678
0.500 0.7673
0.382 0.7668
LOW 0.7650
0.618 0.7622
1.000 0.7604
1.618 0.7576
2.618 0.7530
4.250 0.7455
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.7673 0.7674
PP 0.7666 0.7667
S1 0.7660 0.7660

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

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