CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 0.7582 0.7530 -0.0052 -0.7% 0.7667
High 0.7583 0.7546 -0.0037 -0.5% 0.7683
Low 0.7526 0.7473 -0.0053 -0.7% 0.7532
Close 0.7530 0.7491 -0.0039 -0.5% 0.7580
Range 0.0057 0.0073 0.0016 28.1% 0.0151
ATR 0.0057 0.0058 0.0001 2.0% 0.0000
Volume 94,084 102,087 8,003 8.5% 540,437
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 0.7722 0.7680 0.7531
R3 0.7649 0.7607 0.7511
R2 0.7576 0.7576 0.7504
R1 0.7534 0.7534 0.7498 0.7519
PP 0.7503 0.7503 0.7503 0.7496
S1 0.7461 0.7461 0.7484 0.7446
S2 0.7430 0.7430 0.7478
S3 0.7357 0.7388 0.7471
S4 0.7284 0.7315 0.7451
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8051 0.7967 0.7663
R3 0.7900 0.7816 0.7622
R2 0.7749 0.7749 0.7608
R1 0.7665 0.7665 0.7594 0.7632
PP 0.7598 0.7598 0.7598 0.7582
S1 0.7514 0.7514 0.7566 0.7481
S2 0.7447 0.7447 0.7552
S3 0.7296 0.7363 0.7538
S4 0.7145 0.7212 0.7497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7607 0.7473 0.0134 1.8% 0.0056 0.7% 13% False True 103,579
10 0.7813 0.7473 0.0340 4.5% 0.0063 0.8% 5% False True 104,517
20 0.7813 0.7473 0.0340 4.5% 0.0055 0.7% 5% False True 94,542
40 0.7921 0.7473 0.0448 6.0% 0.0060 0.8% 4% False True 82,547
60 0.7986 0.7473 0.0513 6.8% 0.0062 0.8% 4% False True 55,190
80 0.8130 0.7473 0.0657 8.8% 0.0063 0.8% 3% False True 41,438
100 0.8130 0.7473 0.0657 8.8% 0.0056 0.7% 3% False True 33,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7856
2.618 0.7737
1.618 0.7664
1.000 0.7619
0.618 0.7591
HIGH 0.7546
0.618 0.7518
0.500 0.7510
0.382 0.7501
LOW 0.7473
0.618 0.7428
1.000 0.7400
1.618 0.7355
2.618 0.7282
4.250 0.7163
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 0.7510 0.7529
PP 0.7503 0.7516
S1 0.7497 0.7504

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

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