CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 0.7487 0.7495 0.0008 0.1% 0.7667
High 0.7538 0.7543 0.0005 0.1% 0.7683
Low 0.7476 0.7486 0.0010 0.1% 0.7532
Close 0.7510 0.7531 0.0021 0.3% 0.7580
Range 0.0062 0.0057 -0.0005 -8.1% 0.0151
ATR 0.0058 0.0058 0.0000 -0.2% 0.0000
Volume 146,337 135,852 -10,485 -7.2% 540,437
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 0.7691 0.7668 0.7562
R3 0.7634 0.7611 0.7547
R2 0.7577 0.7577 0.7541
R1 0.7554 0.7554 0.7536 0.7566
PP 0.7520 0.7520 0.7520 0.7526
S1 0.7497 0.7497 0.7526 0.7509
S2 0.7463 0.7463 0.7521
S3 0.7406 0.7440 0.7515
S4 0.7349 0.7383 0.7500
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 0.7585 0.7473 0.0112 1.5% 0.0060 0.8% 52% False False 117,591
10 0.7730 0.7473 0.0257 3.4% 0.0060 0.8% 23% False False 112,290
20 0.7813 0.7473 0.0340 4.5% 0.0055 0.7% 17% False False 99,872
40 0.7921 0.7473 0.0448 5.9% 0.0059 0.8% 13% False False 89,508
60 0.7986 0.7473 0.0513 6.8% 0.0062 0.8% 11% False False 59,883
80 0.8130 0.7473 0.0657 8.7% 0.0063 0.8% 9% False False 44,965
100 0.8130 0.7473 0.0657 8.7% 0.0056 0.7% 9% False False 35,977
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7785
2.618 0.7692
1.618 0.7635
1.000 0.7600
0.618 0.7578
HIGH 0.7543
0.618 0.7521
0.500 0.7515
0.382 0.7508
LOW 0.7486
0.618 0.7451
1.000 0.7429
1.618 0.7394
2.618 0.7337
4.250 0.7244
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 0.7526 0.7524
PP 0.7520 0.7517
S1 0.7515 0.7510

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

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