CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 18-May-2018

Day Change Summary
	Previous	Current
	17-May-2018	18-May-2018	Change	Change %	Previous Week
Open	0.7516	0.7513	-0.0003	0.0%	0.7543
High	0.7548	0.7529	-0.0019	-0.3%	0.7565
Low	0.7498	0.7489	-0.0009	-0.1%	0.7448
Close	0.7509	0.7511	0.0002	0.0%	0.7511
Range	0.0050	0.0040	-0.0010	-20.0%	0.0117
ATR	0.0062	0.0060	-0.0002	-2.5%	0.0000
Volume	108,841	87,656	-21,185	-19.5%	532,495

Daily Pivots for day following 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7610	0.7533
R3	0.7590	0.7570	0.7522
R2	0.7550	0.7550	0.7518
R1	0.7530	0.7530	0.7515	0.7520
PP	0.7510	0.7510	0.7510	0.7505
S1	0.7490	0.7490	0.7507	0.7480
S2	0.7470	0.7470	0.7504
S3	0.7430	0.7450	0.7500
S4	0.7390	0.7410	0.7489

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7802	0.7575
R3	0.7742	0.7685	0.7543
R2	0.7625	0.7625	0.7532
R1	0.7568	0.7568	0.7522	0.7538
PP	0.7508	0.7508	0.7508	0.7493
S1	0.7451	0.7451	0.7500	0.7421
S2	0.7391	0.7391	0.7490
S3	0.7274	0.7334	0.7479
S4	0.7157	0.7217	0.7447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7565	0.7448	0.0117	1.6%	0.0059	0.8%	54%	False	False	106,499
10	0.7567	0.7413	0.0154	2.1%	0.0063	0.8%	64%	False	False	108,891
20	0.7683	0.7413	0.0270	3.6%	0.0061	0.8%	36%	False	False	111,893
40	0.7813	0.7413	0.0400	5.3%	0.0058	0.8%	25%	False	False	100,222
60	0.7921	0.7413	0.0508	6.8%	0.0060	0.8%	19%	False	False	80,143
80	0.8130	0.7413	0.0717	9.5%	0.0064	0.9%	14%	False	False	60,193
100	0.8130	0.7413	0.0717	9.5%	0.0060	0.8%	14%	False	False	48,166

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7634
1.618	0.7594
1.000	0.7569
0.618	0.7554
HIGH	0.7529
0.618	0.7514
0.500	0.7509
0.382	0.7504
LOW	0.7489
0.618	0.7464
1.000	0.7449
1.618	0.7424
2.618	0.7384
4.250	0.7319

Fisher Pivots for day following 18-May-2018
Pivot	1 day	3 day
R1	0.7510	0.7507
PP	0.7510	0.7502
S1	0.7509	0.7498

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols