CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 26-Apr-2018

Day Change Summary
	Previous	Current
	25-Apr-2018	26-Apr-2018	Change	Change %	Previous Week
Open	0.7602	0.7565	-0.0037	-0.5%	0.7766
High	0.7607	0.7589	-0.0018	-0.2%	0.7813
Low	0.7552	0.7547	-0.0005	-0.1%	0.7656
Close	0.7565	0.7553	-0.0012	-0.2%	0.7668
Range	0.0055	0.0042	-0.0013	-23.6%	0.0157
ATR	0.0058	0.0057	-0.0001	-2.0%	0.0000
Volume	96,177	115,949	19,772	20.6%	444,902

Daily Pivots for day following 26-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7663	0.7576
R3	0.7647	0.7621	0.7565
R2	0.7605	0.7605	0.7561
R1	0.7579	0.7579	0.7557	0.7571
PP	0.7563	0.7563	0.7563	0.7559
S1	0.7537	0.7537	0.7549	0.7529
S2	0.7521	0.7521	0.7545
S3	0.7479	0.7495	0.7541
S4	0.7437	0.7453	0.7530

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	0.7730	0.7547	0.0183	2.4%	0.0059	0.8%	3%	False	True	106,989
10	0.7813	0.7547	0.0266	3.5%	0.0056	0.7%	2%	False	True	96,650
20	0.7813	0.7547	0.0266	3.5%	0.0053	0.7%	2%	False	True	89,903
40	0.7921	0.7547	0.0374	5.0%	0.0058	0.8%	2%	False	True	74,976
60	0.8111	0.7547	0.0564	7.5%	0.0064	0.8%	1%	False	True	50,116
80	0.8130	0.7547	0.0583	7.7%	0.0062	0.8%	1%	False	True	37,620
100	0.8130	0.7501	0.0629	8.3%	0.0055	0.7%	8%	False	False	30,098

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7699
1.618	0.7657
1.000	0.7631
0.618	0.7615
HIGH	0.7589
0.618	0.7573
0.500	0.7568
0.382	0.7563
LOW	0.7547
0.618	0.7521
1.000	0.7505
1.618	0.7479
2.618	0.7437
4.250	0.7369

Fisher Pivots for day following 26-Apr-2018
Pivot	1 day	3 day
R1	0.7568	0.7584
PP	0.7563	0.7574
S1	0.7558	0.7563

Download as Excel Spreadsheet

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

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