CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7460 0.7534 0.0074 1.0% 0.7539
High 0.7540 0.7567 0.0027 0.4% 0.7567
Low 0.7455 0.7522 0.0067 0.9% 0.7413
Close 0.7537 0.7544 0.0007 0.1% 0.7544
Range 0.0085 0.0045 -0.0040 -47.1% 0.0154
ATR 0.0062 0.0061 -0.0001 -2.0% 0.0000
Volume 125,951 93,567 -32,384 -25.7% 556,419
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7679 0.7657 0.7569
R3 0.7634 0.7612 0.7556
R2 0.7589 0.7589 0.7552
R1 0.7567 0.7567 0.7548 0.7578
PP 0.7544 0.7544 0.7544 0.7550
S1 0.7522 0.7522 0.7540 0.7533
S2 0.7499 0.7499 0.7536
S3 0.7454 0.7477 0.7532
S4 0.7409 0.7432 0.7519
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7970 0.7911 0.7629
R3 0.7816 0.7757 0.7586
R2 0.7662 0.7662 0.7572
R1 0.7603 0.7603 0.7558 0.7633
PP 0.7508 0.7508 0.7508 0.7523
S1 0.7449 0.7449 0.7530 0.7479
S2 0.7354 0.7354 0.7516
S3 0.7200 0.7295 0.7502
S4 0.7046 0.7141 0.7459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7567 0.7413 0.0154 2.0% 0.0067 0.9% 85% True False 111,283
10 0.7583 0.7413 0.0170 2.3% 0.0065 0.9% 77% False False 116,493
20 0.7813 0.7413 0.0400 5.3% 0.0061 0.8% 33% False False 107,513
40 0.7813 0.7413 0.0400 5.3% 0.0060 0.8% 33% False False 102,397
60 0.7986 0.7413 0.0573 7.6% 0.0061 0.8% 23% False False 71,286
80 0.8130 0.7413 0.0717 9.5% 0.0064 0.9% 18% False False 53,542
100 0.8130 0.7413 0.0717 9.5% 0.0059 0.8% 18% False False 42,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7685
1.618 0.7640
1.000 0.7612
0.618 0.7595
HIGH 0.7567
0.618 0.7550
0.500 0.7545
0.382 0.7539
LOW 0.7522
0.618 0.7494
1.000 0.7477
1.618 0.7449
2.618 0.7404
4.250 0.7331
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7545 0.7526
PP 0.7544 0.7508
S1 0.7544 0.7490

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

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