CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 0.7805 0.7820 0.0015 0.2% 0.7720
High 0.7840 0.7864 0.0024 0.3% 0.7821
Low 0.7805 0.7820 0.0015 0.2% 0.7715
Close 0.7839 0.7864 0.0025 0.3% 0.7810
Range 0.0035 0.0044 0.0009 25.7% 0.0106
ATR 0.0035 0.0035 0.0001 2.0% 0.0000
Volume 261 7 -254 -97.3% 49
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7981 0.7967 0.7888
R3 0.7937 0.7923 0.7876
R2 0.7893 0.7893 0.7872
R1 0.7879 0.7879 0.7868 0.7886
PP 0.7849 0.7849 0.7849 0.7853
S1 0.7835 0.7835 0.7860 0.7842
S2 0.7805 0.7805 0.7856
S3 0.7761 0.7791 0.7852
S4 0.7717 0.7747 0.7840
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 0.7864 0.7779 0.0085 1.1% 0.0031 0.4% 100% True False 60
10 0.7864 0.7655 0.0209 2.7% 0.0029 0.4% 100% True False 36
20 0.7864 0.7501 0.0363 4.6% 0.0030 0.4% 100% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7979
1.618 0.7935
1.000 0.7908
0.618 0.7891
HIGH 0.7864
0.618 0.7847
0.500 0.7842
0.382 0.7837
LOW 0.7820
0.618 0.7793
1.000 0.7776
1.618 0.7749
2.618 0.7705
4.250 0.7633
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 0.7857 0.7854
PP 0.7849 0.7844
S1 0.7842 0.7835

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

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