CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 07-Jun-2018
Day Change Summary
Previous Current
06-Jun-2018 07-Jun-2018 Change Change % Previous Week
Open 0.7617 0.7670 0.0053 0.7% 0.7560
High 0.7678 0.7673 -0.0005 -0.1% 0.7593
Low 0.7616 0.7613 -0.0003 0.0% 0.7477
Close 0.7665 0.7621 -0.0044 -0.6% 0.7570
Range 0.0062 0.0060 -0.0002 -3.2% 0.0116
ATR 0.0064 0.0064 0.0000 -0.5% 0.0000
Volume 100,595 101,509 914 0.9% 490,295
Daily Pivots for day following 07-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7778 0.7654
R3 0.7756 0.7718 0.7638
R2 0.7696 0.7696 0.7632
R1 0.7658 0.7658 0.7627 0.7647
PP 0.7636 0.7636 0.7636 0.7630
S1 0.7598 0.7598 0.7616 0.7587
S2 0.7576 0.7576 0.7610
S3 0.7516 0.7538 0.7605
S4 0.7456 0.7478 0.7588
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7895 0.7848 0.7634
R3 0.7779 0.7732 0.7602
R2 0.7663 0.7663 0.7591
R1 0.7616 0.7616 0.7581 0.7640
PP 0.7547 0.7547 0.7547 0.7558
S1 0.7500 0.7500 0.7559 0.7524
S2 0.7431 0.7431 0.7549
S3 0.7315 0.7384 0.7538
S4 0.7199 0.7268 0.7506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7514 0.0164 2.2% 0.0070 0.9% 65% False False 105,181
10 0.7678 0.7477 0.0201 2.6% 0.0067 0.9% 72% False False 110,991
20 0.7678 0.7448 0.0230 3.0% 0.0064 0.8% 75% False False 111,739
40 0.7813 0.7413 0.0400 5.2% 0.0061 0.8% 52% False False 108,087
60 0.7921 0.7413 0.0508 6.7% 0.0062 0.8% 41% False False 103,875
80 0.7986 0.7413 0.0573 7.5% 0.0062 0.8% 36% False False 78,664
100 0.8130 0.7413 0.0717 9.4% 0.0064 0.8% 29% False False 62,988
120 0.8130 0.7413 0.0717 9.4% 0.0059 0.8% 29% False False 52,496
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7928
2.618 0.7830
1.618 0.7770
1.000 0.7733
0.618 0.7710
HIGH 0.7673
0.618 0.7650
0.500 0.7643
0.382 0.7636
LOW 0.7613
0.618 0.7576
1.000 0.7553
1.618 0.7516
2.618 0.7456
4.250 0.7358
Fisher Pivots for day following 07-Jun-2018
Pivot 1 day 3 day
R1 0.7643 0.7637
PP 0.7636 0.7631
S1 0.7628 0.7626

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

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