CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 0.7516 0.7451 -0.0065 -0.9% 0.7582
High 0.7528 0.7472 -0.0056 -0.7% 0.7583
Low 0.7434 0.7413 -0.0021 -0.3% 0.7473
Close 0.7449 0.7465 0.0016 0.2% 0.7536
Range 0.0094 0.0059 -0.0035 -37.2% 0.0110
ATR 0.0061 0.0061 0.0000 -0.2% 0.0000
Volume 142,668 114,067 -28,601 -20.0% 608,512
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 0.7627 0.7605 0.7497
R3 0.7568 0.7546 0.7481
R2 0.7509 0.7509 0.7476
R1 0.7487 0.7487 0.7470 0.7498
PP 0.7450 0.7450 0.7450 0.7456
S1 0.7428 0.7428 0.7460 0.7439
S2 0.7391 0.7391 0.7454
S3 0.7332 0.7369 0.7449
S4 0.7273 0.7310 0.7433
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 0.7413 0.0148 2.0% 0.0066 0.9% 35% False True 120,581
10 0.7589 0.7413 0.0176 2.4% 0.0061 0.8% 30% False True 117,096
20 0.7813 0.7413 0.0400 5.4% 0.0059 0.8% 13% False True 104,436
40 0.7921 0.7413 0.0508 6.8% 0.0060 0.8% 10% False True 99,943
60 0.7986 0.7413 0.0573 7.7% 0.0062 0.8% 9% False True 67,639
80 0.8130 0.7413 0.0717 9.6% 0.0064 0.9% 7% False True 50,800
100 0.8130 0.7413 0.0717 9.6% 0.0058 0.8% 7% False True 40,647
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7626
1.618 0.7567
1.000 0.7531
0.618 0.7508
HIGH 0.7472
0.618 0.7449
0.500 0.7443
0.382 0.7436
LOW 0.7413
0.618 0.7377
1.000 0.7354
1.618 0.7318
2.618 0.7259
4.250 0.7162
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 0.7458 0.7479
PP 0.7450 0.7474
S1 0.7443 0.7470

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

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