CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.7560 0.7504 -0.0056 -0.7% 0.7529
High 0.7581 0.7585 0.0004 0.1% 0.7607
Low 0.7499 0.7477 -0.0022 -0.3% 0.7504
Close 0.7502 0.7575 0.0073 1.0% 0.7556
Range 0.0082 0.0108 0.0026 31.7% 0.0103
ATR 0.0060 0.0063 0.0003 5.7% 0.0000
Volume 152,428 133,479 -18,949 -12.4% 560,260
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.7870 0.7830 0.7634
R3 0.7762 0.7722 0.7605
R2 0.7654 0.7654 0.7595
R1 0.7614 0.7614 0.7585 0.7634
PP 0.7546 0.7546 0.7546 0.7556
S1 0.7506 0.7506 0.7565 0.7526
S2 0.7438 0.7438 0.7555
S3 0.7330 0.7398 0.7545
S4 0.7222 0.7290 0.7516
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7865 0.7813 0.7613
R3 0.7762 0.7710 0.7584
R2 0.7659 0.7659 0.7575
R1 0.7607 0.7607 0.7565 0.7633
PP 0.7556 0.7556 0.7556 0.7569
S1 0.7504 0.7504 0.7547 0.7530
S2 0.7453 0.7453 0.7537
S3 0.7350 0.7401 0.7528
S4 0.7247 0.7298 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7591 0.7477 0.0114 1.5% 0.0068 0.9% 86% False True 124,508
10 0.7607 0.7448 0.0159 2.1% 0.0063 0.8% 80% False False 116,854
20 0.7607 0.7413 0.0194 2.6% 0.0064 0.8% 84% False False 117,371
40 0.7813 0.7413 0.0400 5.3% 0.0060 0.8% 41% False False 105,956
60 0.7921 0.7413 0.0508 6.7% 0.0061 0.8% 32% False False 94,155
80 0.7986 0.7413 0.0573 7.6% 0.0063 0.8% 28% False False 70,735
100 0.8130 0.7413 0.0717 9.5% 0.0063 0.8% 23% False False 56,625
120 0.8130 0.7413 0.0717 9.5% 0.0057 0.8% 23% False False 47,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 0.8044
2.618 0.7868
1.618 0.7760
1.000 0.7693
0.618 0.7652
HIGH 0.7585
0.618 0.7544
0.500 0.7531
0.382 0.7518
LOW 0.7477
0.618 0.7410
1.000 0.7369
1.618 0.7302
2.618 0.7194
4.250 0.7018
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.7560 0.7561
PP 0.7546 0.7548
S1 0.7531 0.7534

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

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