CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 0.7702 0.7764 0.0062 0.8% 0.7691
High 0.7769 0.7774 0.0005 0.1% 0.7727
Low 0.7695 0.7741 0.0046 0.6% 0.7650
Close 0.7768 0.7759 -0.0009 -0.1% 0.7670
Range 0.0074 0.0033 -0.0041 -55.4% 0.0077
ATR 0.0062 0.0060 -0.0002 -3.3% 0.0000
Volume 107,765 85,391 -22,374 -20.8% 403,667
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7857 0.7841 0.7777
R3 0.7824 0.7808 0.7768
R2 0.7791 0.7791 0.7765
R1 0.7775 0.7775 0.7762 0.7767
PP 0.7758 0.7758 0.7758 0.7754
S1 0.7742 0.7742 0.7756 0.7734
S2 0.7725 0.7725 0.7753
S3 0.7692 0.7709 0.7750
S4 0.7659 0.7676 0.7741
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 0.7774 0.7653 0.0121 1.6% 0.0052 0.7% 88% True False 91,060
10 0.7774 0.7644 0.0130 1.7% 0.0052 0.7% 88% True False 87,214
20 0.7921 0.7644 0.0277 3.6% 0.0062 0.8% 42% False False 95,450
40 0.7986 0.7644 0.0342 4.4% 0.0063 0.8% 34% False False 49,241
60 0.8130 0.7644 0.0486 6.3% 0.0066 0.8% 24% False False 32,921
80 0.8130 0.7643 0.0487 6.3% 0.0058 0.7% 24% False False 24,700
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 0.0013
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7914
2.618 0.7860
1.618 0.7827
1.000 0.7807
0.618 0.7794
HIGH 0.7774
0.618 0.7761
0.500 0.7758
0.382 0.7754
LOW 0.7741
0.618 0.7721
1.000 0.7708
1.618 0.7688
2.618 0.7655
4.250 0.7601
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 0.7759 0.7744
PP 0.7758 0.7729
S1 0.7758 0.7714

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

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