CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 0.7720 0.7729 0.0009 0.1% 0.7664
High 0.7730 0.7775 0.0045 0.6% 0.7717
Low 0.7715 0.7725 0.0010 0.1% 0.7647
Close 0.7730 0.7775 0.0045 0.6% 0.7712
Range 0.0015 0.0050 0.0035 233.3% 0.0070
ATR 0.0035 0.0036 0.0001 3.1% 0.0000
Volume 3 23 20 666.7% 78
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7908 0.7892 0.7803
R3 0.7858 0.7842 0.7789
R2 0.7808 0.7808 0.7784
R1 0.7792 0.7792 0.7780 0.7800
PP 0.7758 0.7758 0.7758 0.7763
S1 0.7742 0.7742 0.7770 0.7750
S2 0.7708 0.7708 0.7766
S3 0.7658 0.7692 0.7761
S4 0.7608 0.7642 0.7748
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 0.7775 0.7655 0.0120 1.5% 0.0027 0.4% 100% True False 12
10 0.7775 0.7629 0.0146 1.9% 0.0023 0.3% 100% True False 12
20 0.7775 0.7501 0.0274 3.5% 0.0028 0.4% 100% True False 8
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 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7988
2.618 0.7906
1.618 0.7856
1.000 0.7825
0.618 0.7806
HIGH 0.7775
0.618 0.7756
0.500 0.7750
0.382 0.7744
LOW 0.7725
0.618 0.7694
1.000 0.7675
1.618 0.7644
2.618 0.7594
4.250 0.7513
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 0.7767 0.7764
PP 0.7758 0.7752
S1 0.7750 0.7741

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

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