CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 0.7994 0.8000 0.0006 0.1% 0.7924
High 0.8002 0.8034 0.0032 0.4% 0.8034
Low 0.7944 0.7988 0.0044 0.6% 0.7924
Close 0.7997 0.7999 0.0002 0.0% 0.7999
Range 0.0058 0.0046 -0.0012 -20.7% 0.0110
ATR 0.0046 0.0046 0.0000 0.0% 0.0000
Volume 30 113 83 276.7% 257
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8145 0.8118 0.8024
R3 0.8099 0.8072 0.8012
R2 0.8053 0.8053 0.8007
R1 0.8026 0.8026 0.8003 0.8017
PP 0.8007 0.8007 0.8007 0.8002
S1 0.7980 0.7980 0.7995 0.7971
S2 0.7961 0.7961 0.7991
S3 0.7915 0.7934 0.7986
S4 0.7869 0.7888 0.7974
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8316 0.8267 0.8060
R3 0.8206 0.8157 0.8029
R2 0.8096 0.8096 0.8019
R1 0.8047 0.8047 0.8009 0.8072
PP 0.7986 0.7986 0.7986 0.7998
S1 0.7937 0.7937 0.7989 0.7962
S2 0.7876 0.7876 0.7979
S3 0.7766 0.7827 0.7969
S4 0.7656 0.7717 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8034 0.7852 0.0182 2.3% 0.0059 0.7% 81% True False 55
10 0.8034 0.7809 0.0225 2.8% 0.0050 0.6% 84% True False 58
20 0.8034 0.7655 0.0379 4.7% 0.0040 0.5% 91% True False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8229
2.618 0.8154
1.618 0.8108
1.000 0.8080
0.618 0.8062
HIGH 0.8034
0.618 0.8016
0.500 0.8011
0.382 0.8006
LOW 0.7988
0.618 0.7960
1.000 0.7942
1.618 0.7914
2.618 0.7868
4.250 0.7793
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 0.8011 0.7996
PP 0.8007 0.7992
S1 0.8003 0.7989

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

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