CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 0.7854 0.7810 -0.0044 -0.6% 0.7815
High 0.7856 0.7861 0.0005 0.1% 0.7872
Low 0.7809 0.7810 0.0001 0.0% 0.7805
Close 0.7822 0.7835 0.0013 0.2% 0.7868
Range 0.0047 0.0051 0.0004 8.5% 0.0067
ATR 0.0036 0.0037 0.0001 2.9% 0.0000
Volume 7 244 237 3,385.7% 298
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.7988 0.7963 0.7863
R3 0.7937 0.7912 0.7849
R2 0.7886 0.7886 0.7844
R1 0.7861 0.7861 0.7840 0.7874
PP 0.7835 0.7835 0.7835 0.7842
S1 0.7810 0.7810 0.7830 0.7823
S2 0.7784 0.7784 0.7826
S3 0.7733 0.7759 0.7821
S4 0.7682 0.7708 0.7807
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 0.7809 0.0063 0.8% 0.0040 0.5% 41% False False 57
10 0.7872 0.7725 0.0147 1.9% 0.0036 0.5% 75% False False 60
20 0.7872 0.7517 0.0355 4.5% 0.0030 0.4% 90% False False 35
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 0.0002
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8078
2.618 0.7995
1.618 0.7944
1.000 0.7912
0.618 0.7893
HIGH 0.7861
0.618 0.7842
0.500 0.7836
0.382 0.7829
LOW 0.7810
0.618 0.7778
1.000 0.7759
1.618 0.7727
2.618 0.7676
4.250 0.7593
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 0.7836 0.7835
PP 0.7835 0.7835
S1 0.7835 0.7835

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

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