CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 0.7820 0.7862 0.0042 0.5% 0.7815
High 0.7864 0.7872 0.0008 0.1% 0.7872
Low 0.7820 0.7838 0.0018 0.2% 0.7805
Close 0.7864 0.7868 0.0004 0.1% 0.7868
Range 0.0044 0.0034 -0.0010 -22.7% 0.0067
ATR 0.0035 0.0035 0.0000 -0.2% 0.0000
Volume 7 17 10 142.9% 298
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7961 0.7949 0.7887
R3 0.7927 0.7915 0.7877
R2 0.7893 0.7893 0.7874
R1 0.7881 0.7881 0.7871 0.7887
PP 0.7859 0.7859 0.7859 0.7863
S1 0.7847 0.7847 0.7865 0.7853
S2 0.7825 0.7825 0.7862
S3 0.7791 0.7813 0.7859
S4 0.7757 0.7779 0.7849
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8049 0.8026 0.7905
R3 0.7982 0.7959 0.7886
R2 0.7915 0.7915 0.7880
R1 0.7892 0.7892 0.7874 0.7903
PP 0.7848 0.7848 0.7848 0.7854
S1 0.7825 0.7825 0.7862 0.7837
S2 0.7781 0.7781 0.7856
S3 0.7714 0.7758 0.7850
S4 0.7647 0.7691 0.7831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7872 0.7789 0.0083 1.1% 0.0034 0.4% 95% True False 62
10 0.7872 0.7655 0.0217 2.8% 0.0031 0.4% 98% True False 37
20 0.7872 0.7501 0.0371 4.7% 0.0028 0.4% 99% True False 23
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7961
1.618 0.7927
1.000 0.7906
0.618 0.7893
HIGH 0.7872
0.618 0.7859
0.500 0.7855
0.382 0.7851
LOW 0.7838
0.618 0.7817
1.000 0.7804
1.618 0.7783
2.618 0.7749
4.250 0.7694
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 0.7864 0.7858
PP 0.7859 0.7848
S1 0.7855 0.7839

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

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