CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 0.7670 0.7624 -0.0046 -0.6% 0.7571
High 0.7673 0.7628 -0.0045 -0.6% 0.7678
Low 0.7613 0.7561 -0.0052 -0.7% 0.7561
Close 0.7621 0.7601 -0.0020 -0.3% 0.7601
Range 0.0060 0.0067 0.0007 11.7% 0.0117
ATR 0.0064 0.0064 0.0000 0.3% 0.0000
Volume 101,509 97,059 -4,450 -4.4% 529,272
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7798 0.7766 0.7638
R3 0.7731 0.7699 0.7619
R2 0.7664 0.7664 0.7613
R1 0.7632 0.7632 0.7607 0.7615
PP 0.7597 0.7597 0.7597 0.7588
S1 0.7565 0.7565 0.7595 0.7548
S2 0.7530 0.7530 0.7589
S3 0.7463 0.7498 0.7583
S4 0.7396 0.7431 0.7564
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7964 0.7900 0.7665
R3 0.7847 0.7783 0.7633
R2 0.7730 0.7730 0.7622
R1 0.7666 0.7666 0.7612 0.7698
PP 0.7613 0.7613 0.7613 0.7630
S1 0.7549 0.7549 0.7590 0.7581
S2 0.7496 0.7496 0.7580
S3 0.7379 0.7432 0.7569
S4 0.7262 0.7315 0.7537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7561 0.0117 1.5% 0.0071 0.9% 34% False True 105,854
10 0.7678 0.7477 0.0201 2.6% 0.0069 0.9% 62% False False 110,464
20 0.7678 0.7448 0.0230 3.0% 0.0063 0.8% 67% False False 110,294
40 0.7813 0.7413 0.0400 5.3% 0.0062 0.8% 47% False False 108,833
60 0.7889 0.7413 0.0476 6.3% 0.0062 0.8% 39% False False 104,456
80 0.7986 0.7413 0.0573 7.5% 0.0063 0.8% 33% False False 79,873
100 0.8130 0.7413 0.0717 9.4% 0.0064 0.8% 26% False False 63,957
120 0.8130 0.7413 0.0717 9.4% 0.0059 0.8% 26% False False 53,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7913
2.618 0.7803
1.618 0.7736
1.000 0.7695
0.618 0.7669
HIGH 0.7628
0.618 0.7602
0.500 0.7595
0.382 0.7587
LOW 0.7561
0.618 0.7520
1.000 0.7494
1.618 0.7453
2.618 0.7386
4.250 0.7276
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 0.7599 0.7620
PP 0.7597 0.7613
S1 0.7595 0.7607

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

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