CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 0.7815 0.7805 -0.0010 -0.1% 0.7720
High 0.7838 0.7840 0.0002 0.0% 0.7821
Low 0.7815 0.7805 -0.0010 -0.1% 0.7715
Close 0.7829 0.7839 0.0010 0.1% 0.7810
Range 0.0023 0.0035 0.0012 52.2% 0.0106
ATR 0.0034 0.0035 0.0000 0.1% 0.0000
Volume 13 261 248 1,907.7% 49
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7933 0.7921 0.7858
R3 0.7898 0.7886 0.7849
R2 0.7863 0.7863 0.7845
R1 0.7851 0.7851 0.7842 0.7857
PP 0.7828 0.7828 0.7828 0.7831
S1 0.7816 0.7816 0.7836 0.7822
S2 0.7793 0.7793 0.7833
S3 0.7758 0.7781 0.7829
S4 0.7723 0.7746 0.7820
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 0.7840 0.7725 0.0115 1.5% 0.0032 0.4% 99% True False 64
10 0.7840 0.7647 0.0193 2.5% 0.0027 0.4% 99% True False 36
20 0.7840 0.7501 0.0339 4.3% 0.0030 0.4% 100% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7932
1.618 0.7897
1.000 0.7875
0.618 0.7862
HIGH 0.7840
0.618 0.7827
0.500 0.7823
0.382 0.7818
LOW 0.7805
0.618 0.7783
1.000 0.7770
1.618 0.7748
2.618 0.7713
4.250 0.7656
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 0.7834 0.7831
PP 0.7828 0.7823
S1 0.7823 0.7815

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.