CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 13-Jun-2018

Day Change Summary
	Previous	Current
	12-Jun-2018	13-Jun-2018	Change	Change %	Previous Week
Open	0.7607	0.7575	-0.0032	-0.4%	0.7571
High	0.7624	0.7609	-0.0015	-0.2%	0.7678
Low	0.7566	0.7530	-0.0036	-0.5%	0.7561
Close	0.7571	0.7558	-0.0013	-0.2%	0.7601
Range	0.0058	0.0079	0.0021	36.2%	0.0117
ATR	0.0062	0.0063	0.0001	2.0%	0.0000
Volume	88,941	152,179	63,238	71.1%	529,272

Daily Pivots for day following 13-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7759	0.7601
R3	0.7724	0.7680	0.7580
R2	0.7645	0.7645	0.7572
R1	0.7601	0.7601	0.7565	0.7584
PP	0.7566	0.7566	0.7566	0.7557
S1	0.7522	0.7522	0.7551	0.7504
S2	0.7487	0.7487	0.7544
S3	0.7408	0.7443	0.7536
S4	0.7329	0.7364	0.7515

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	0.7673	0.7530	0.0143	1.9%	0.0059	0.8%	20%	False	True	100,152
10	0.7678	0.7514	0.0164	2.2%	0.0062	0.8%	27%	False	False	103,585
20	0.7678	0.7448	0.0230	3.0%	0.0063	0.8%	48%	False	False	110,219
40	0.7813	0.7413	0.0400	5.3%	0.0063	0.8%	36%	False	False	110,711
60	0.7813	0.7413	0.0400	5.3%	0.0061	0.8%	36%	False	False	104,492
80	0.7934	0.7413	0.0521	6.9%	0.0061	0.8%	28%	False	False	83,641
100	0.8130	0.7413	0.0717	9.5%	0.0064	0.8%	20%	False	False	66,978
120	0.8130	0.7413	0.0717	9.5%	0.0060	0.8%	20%	False	False	55,822

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7945
2.618	0.7816
1.618	0.7737
1.000	0.7688
0.618	0.7658
HIGH	0.7609
0.618	0.7579
0.500	0.7570
0.382	0.7560
LOW	0.7530
0.618	0.7481
1.000	0.7451
1.618	0.7402
2.618	0.7323
4.250	0.7194

Fisher Pivots for day following 13-Jun-2018
Pivot	1 day	3 day
R1	0.7570	0.7577
PP	0.7566	0.7571
S1	0.7562	0.7564

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