CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 0.7708 0.7720 0.0012 0.2% 0.7664
High 0.7717 0.7730 0.0013 0.2% 0.7717
Low 0.7706 0.7715 0.0009 0.1% 0.7647
Close 0.7712 0.7730 0.0018 0.2% 0.7712
Range 0.0011 0.0015 0.0004 36.4% 0.0070
ATR 0.0036 0.0035 -0.0001 -3.6% 0.0000
Volume 12 3 -9 -75.0% 78
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7770 0.7765 0.7738
R3 0.7755 0.7750 0.7734
R2 0.7740 0.7740 0.7733
R1 0.7735 0.7735 0.7731 0.7738
PP 0.7725 0.7725 0.7725 0.7726
S1 0.7720 0.7720 0.7729 0.7723
S2 0.7710 0.7710 0.7727
S3 0.7695 0.7705 0.7726
S4 0.7680 0.7690 0.7722
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7902 0.7877 0.7751
R3 0.7832 0.7807 0.7731
R2 0.7762 0.7762 0.7725
R1 0.7737 0.7737 0.7718 0.7750
PP 0.7692 0.7692 0.7692 0.7698
S1 0.7667 0.7667 0.7706 0.7680
S2 0.7622 0.7622 0.7699
S3 0.7552 0.7597 0.7693
S4 0.7482 0.7527 0.7674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7647 0.0083 1.1% 0.0023 0.3% 100% True False 9
10 0.7730 0.7517 0.0213 2.8% 0.0023 0.3% 100% True False 10
20 0.7730 0.7501 0.0229 3.0% 0.0026 0.3% 100% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7794
2.618 0.7769
1.618 0.7754
1.000 0.7745
0.618 0.7739
HIGH 0.7730
0.618 0.7724
0.500 0.7723
0.382 0.7721
LOW 0.7715
0.618 0.7706
1.000 0.7700
1.618 0.7691
2.618 0.7676
4.250 0.7651
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 0.7728 0.7718
PP 0.7725 0.7705
S1 0.7723 0.7693

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

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