CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 0.7539 0.7516 -0.0023 -0.3% 0.7582
High 0.7544 0.7528 -0.0016 -0.2% 0.7583
Low 0.7494 0.7434 -0.0060 -0.8% 0.7473
Close 0.7517 0.7449 -0.0068 -0.9% 0.7536
Range 0.0050 0.0094 0.0044 88.0% 0.0110
ATR 0.0058 0.0061 0.0003 4.4% 0.0000
Volume 80,166 142,668 62,502 78.0% 608,512
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 0.7752 0.7695 0.7501
R3 0.7658 0.7601 0.7475
R2 0.7564 0.7564 0.7466
R1 0.7507 0.7507 0.7458 0.7489
PP 0.7470 0.7470 0.7470 0.7461
S1 0.7413 0.7413 0.7440 0.7395
S2 0.7376 0.7376 0.7432
S3 0.7282 0.7319 0.7423
S4 0.7188 0.7225 0.7397
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7808 0.7597
R3 0.7751 0.7698 0.7566
R2 0.7641 0.7641 0.7556
R1 0.7588 0.7588 0.7546 0.7560
PP 0.7531 0.7531 0.7531 0.7516
S1 0.7478 0.7478 0.7526 0.7450
S2 0.7421 0.7421 0.7516
S3 0.7311 0.7368 0.7506
S4 0.7201 0.7258 0.7476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7561 0.7434 0.0127 1.7% 0.0066 0.9% 12% False True 127,035
10 0.7607 0.7434 0.0173 2.3% 0.0061 0.8% 9% False True 115,307
20 0.7813 0.7434 0.0379 5.1% 0.0057 0.8% 4% False True 103,002
40 0.7921 0.7434 0.0487 6.5% 0.0060 0.8% 3% False True 97,749
60 0.7986 0.7434 0.0552 7.4% 0.0062 0.8% 3% False True 65,744
80 0.8130 0.7434 0.0696 9.3% 0.0064 0.9% 2% False True 49,374
100 0.8130 0.7434 0.0696 9.3% 0.0057 0.8% 2% False True 39,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7928
2.618 0.7774
1.618 0.7680
1.000 0.7622
0.618 0.7586
HIGH 0.7528
0.618 0.7492
0.500 0.7481
0.382 0.7470
LOW 0.7434
0.618 0.7376
1.000 0.7340
1.618 0.7282
2.618 0.7188
4.250 0.7035
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 0.7481 0.7498
PP 0.7470 0.7481
S1 0.7460 0.7465

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

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