CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 0.7728 0.7667 -0.0061 -0.8% 0.7766
High 0.7730 0.7683 -0.0047 -0.6% 0.7813
Low 0.7656 0.7600 -0.0056 -0.7% 0.7656
Close 0.7668 0.7602 -0.0066 -0.9% 0.7668
Range 0.0074 0.0083 0.0009 12.2% 0.0157
ATR 0.0058 0.0060 0.0002 3.0% 0.0000
Volume 104,107 100,688 -3,419 -3.3% 444,902
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7877 0.7823 0.7648
R3 0.7794 0.7740 0.7625
R2 0.7711 0.7711 0.7617
R1 0.7657 0.7657 0.7610 0.7643
PP 0.7628 0.7628 0.7628 0.7621
S1 0.7574 0.7574 0.7594 0.7560
S2 0.7545 0.7545 0.7587
S3 0.7462 0.7491 0.7579
S4 0.7379 0.7408 0.7556
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8183 0.8083 0.7754
R3 0.8026 0.7926 0.7711
R2 0.7869 0.7869 0.7697
R1 0.7769 0.7769 0.7682 0.7741
PP 0.7712 0.7712 0.7712 0.7698
S1 0.7612 0.7612 0.7654 0.7584
S2 0.7555 0.7555 0.7639
S3 0.7398 0.7455 0.7625
S4 0.7241 0.7298 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7813 0.7600 0.0213 2.8% 0.0067 0.9% 1% False True 96,341
10 0.7813 0.7600 0.0213 2.8% 0.0057 0.7% 1% False True 89,671
20 0.7813 0.7600 0.0213 2.8% 0.0055 0.7% 1% False True 87,327
40 0.7921 0.7600 0.0321 4.2% 0.0060 0.8% 1% False True 66,777
60 0.8130 0.7600 0.0530 7.0% 0.0065 0.9% 0% False True 44,622
80 0.8130 0.7600 0.0530 7.0% 0.0061 0.8% 0% False True 33,493
100 0.8130 0.7501 0.0629 8.3% 0.0054 0.7% 16% False False 26,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8036
2.618 0.7900
1.618 0.7817
1.000 0.7766
0.618 0.7734
HIGH 0.7683
0.618 0.7651
0.500 0.7642
0.382 0.7632
LOW 0.7600
0.618 0.7549
1.000 0.7517
1.618 0.7466
2.618 0.7383
4.250 0.7247
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 0.7642 0.7707
PP 0.7628 0.7672
S1 0.7615 0.7637

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

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