CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 0.7761 0.7766 0.0005 0.1% 0.7670
High 0.7811 0.7784 -0.0027 -0.3% 0.7811
Low 0.7754 0.7752 -0.0002 0.0% 0.7653
Close 0.7762 0.7781 0.0019 0.2% 0.7762
Range 0.0057 0.0032 -0.0025 -43.9% 0.0158
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 90,766 63,882 -26,884 -29.6% 436,348
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7868 0.7857 0.7799
R3 0.7836 0.7825 0.7790
R2 0.7804 0.7804 0.7787
R1 0.7793 0.7793 0.7784 0.7799
PP 0.7772 0.7772 0.7772 0.7775
S1 0.7761 0.7761 0.7778 0.7767
S2 0.7740 0.7740 0.7775
S3 0.7708 0.7729 0.7772
S4 0.7676 0.7697 0.7763
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8216 0.8147 0.7849
R3 0.8058 0.7989 0.7805
R2 0.7900 0.7900 0.7791
R1 0.7831 0.7831 0.7776 0.7866
PP 0.7742 0.7742 0.7742 0.7759
S1 0.7673 0.7673 0.7748 0.7708
S2 0.7584 0.7584 0.7733
S3 0.7426 0.7515 0.7719
S4 0.7268 0.7357 0.7675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7811 0.7695 0.0116 1.5% 0.0046 0.6% 74% False False 83,001
10 0.7811 0.7653 0.0158 2.0% 0.0050 0.6% 81% False False 85,919
20 0.7811 0.7644 0.0167 2.1% 0.0056 0.7% 82% False False 94,064
40 0.7986 0.7644 0.0342 4.4% 0.0060 0.8% 40% False False 54,766
60 0.8130 0.7644 0.0486 6.2% 0.0065 0.8% 28% False False 36,616
80 0.8130 0.7644 0.0486 6.2% 0.0058 0.8% 28% False False 27,473
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7920
2.618 0.7868
1.618 0.7836
1.000 0.7816
0.618 0.7804
HIGH 0.7784
0.618 0.7772
0.500 0.7768
0.382 0.7764
LOW 0.7752
0.618 0.7732
1.000 0.7720
1.618 0.7700
2.618 0.7668
4.250 0.7616
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 0.7777 0.7779
PP 0.7772 0.7777
S1 0.7768 0.7775

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

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