CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 0.7816 0.7815 -0.0001 0.0% 0.7720
High 0.7821 0.7838 0.0017 0.2% 0.7821
Low 0.7789 0.7815 0.0026 0.3% 0.7715
Close 0.7810 0.7829 0.0019 0.2% 0.7810
Range 0.0032 0.0023 -0.0009 -28.1% 0.0106
ATR 0.0035 0.0034 0.0000 -1.4% 0.0000
Volume 16 13 -3 -18.8% 49
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7886 0.7842
R3 0.7873 0.7863 0.7835
R2 0.7850 0.7850 0.7833
R1 0.7840 0.7840 0.7831 0.7845
PP 0.7827 0.7827 0.7827 0.7830
S1 0.7817 0.7817 0.7827 0.7822
S2 0.7804 0.7804 0.7825
S3 0.7781 0.7794 0.7823
S4 0.7758 0.7771 0.7816
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8100 0.8061 0.7868
R3 0.7994 0.7955 0.7839
R2 0.7888 0.7888 0.7829
R1 0.7849 0.7849 0.7820 0.7868
PP 0.7782 0.7782 0.7782 0.7792
S1 0.7743 0.7743 0.7800 0.7763
S2 0.7676 0.7676 0.7791
S3 0.7570 0.7637 0.7781
S4 0.7464 0.7531 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7838 0.7715 0.0123 1.6% 0.0028 0.4% 93% True False 12
10 0.7838 0.7647 0.0191 2.4% 0.0025 0.3% 95% True False 14
20 0.7838 0.7501 0.0337 4.3% 0.0028 0.4% 97% True False 10
Crabel Price Patterns
NR True
NR4 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7898
1.618 0.7875
1.000 0.7861
0.618 0.7852
HIGH 0.7838
0.618 0.7829
0.500 0.7827
0.382 0.7824
LOW 0.7815
0.618 0.7801
1.000 0.7792
1.618 0.7778
2.618 0.7755
4.250 0.7717
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 0.7828 0.7822
PP 0.7827 0.7815
S1 0.7827 0.7809

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

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