CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 0.7670 0.7702 0.0032 0.4% 0.7691
High 0.7712 0.7769 0.0057 0.7% 0.7727
Low 0.7653 0.7695 0.0042 0.5% 0.7650
Close 0.7705 0.7768 0.0063 0.8% 0.7670
Range 0.0059 0.0074 0.0015 25.4% 0.0077
ATR 0.0061 0.0062 0.0001 1.6% 0.0000
Volume 85,221 107,765 22,544 26.5% 403,667
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7966 0.7941 0.7809
R3 0.7892 0.7867 0.7788
R2 0.7818 0.7818 0.7782
R1 0.7793 0.7793 0.7775 0.7806
PP 0.7744 0.7744 0.7744 0.7750
S1 0.7719 0.7719 0.7761 0.7732
S2 0.7670 0.7670 0.7754
S3 0.7596 0.7645 0.7748
S4 0.7522 0.7571 0.7727
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7913 0.7869 0.7712
R3 0.7836 0.7792 0.7691
R2 0.7759 0.7759 0.7684
R1 0.7715 0.7715 0.7677 0.7699
PP 0.7682 0.7682 0.7682 0.7674
S1 0.7638 0.7638 0.7663 0.7621
S2 0.7605 0.7605 0.7656
S3 0.7528 0.7561 0.7649
S4 0.7451 0.7484 0.7628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7769 0.7653 0.0116 1.5% 0.0057 0.7% 99% True False 93,195
10 0.7769 0.7644 0.0125 1.6% 0.0057 0.7% 99% True False 87,356
20 0.7921 0.7644 0.0277 3.6% 0.0063 0.8% 45% False False 92,497
40 0.7986 0.7644 0.0342 4.4% 0.0064 0.8% 36% False False 47,115
60 0.8130 0.7644 0.0486 6.3% 0.0066 0.9% 26% False False 31,498
80 0.8130 0.7629 0.0501 6.4% 0.0057 0.7% 28% False False 23,633
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 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.7963
1.618 0.7889
1.000 0.7843
0.618 0.7815
HIGH 0.7769
0.618 0.7741
0.500 0.7732
0.382 0.7723
LOW 0.7695
0.618 0.7649
1.000 0.7621
1.618 0.7575
2.618 0.7501
4.250 0.7380
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 0.7756 0.7749
PP 0.7744 0.7730
S1 0.7732 0.7711

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

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