CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 0.7924 0.7983 0.0059 0.7% 0.7850
High 0.7975 0.8019 0.0044 0.6% 0.7918
Low 0.7924 0.7943 0.0019 0.2% 0.7809
Close 0.7958 0.8007 0.0049 0.6% 0.7910
Range 0.0051 0.0076 0.0025 49.0% 0.0109
ATR 0.0042 0.0045 0.0002 5.7% 0.0000
Volume 81 33 -48 -59.3% 306
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8218 0.8188 0.8049
R3 0.8142 0.8112 0.8028
R2 0.8066 0.8066 0.8021
R1 0.8036 0.8036 0.8014 0.8051
PP 0.7990 0.7990 0.7990 0.7997
S1 0.7960 0.7960 0.8000 0.7975
S2 0.7914 0.7914 0.7993
S3 0.7838 0.7884 0.7986
S4 0.7762 0.7808 0.7965
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8206 0.8167 0.7970
R3 0.8097 0.8058 0.7940
R2 0.7988 0.7988 0.7930
R1 0.7949 0.7949 0.7920 0.7968
PP 0.7879 0.7879 0.7879 0.7889
S1 0.7840 0.7840 0.7900 0.7860
S2 0.7770 0.7770 0.7890
S3 0.7661 0.7731 0.7880
S4 0.7552 0.7622 0.7850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8019 0.7810 0.0209 2.6% 0.0059 0.7% 94% True False 80
10 0.8019 0.7805 0.0214 2.7% 0.0048 0.6% 94% True False 70
20 0.8019 0.7647 0.0372 4.6% 0.0036 0.5% 97% True False 42
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 0.0007
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8342
2.618 0.8218
1.618 0.8142
1.000 0.8095
0.618 0.8066
HIGH 0.8019
0.618 0.7990
0.500 0.7981
0.382 0.7972
LOW 0.7943
0.618 0.7896
1.000 0.7867
1.618 0.7820
2.618 0.7744
4.250 0.7620
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 0.7998 0.7983
PP 0.7990 0.7959
S1 0.7981 0.7936

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

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