CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 0.7990 0.7995 0.0005 0.1% 0.7924
High 0.8023 0.8024 0.0001 0.0% 0.8034
Low 0.7979 0.7960 -0.0019 -0.2% 0.7924
Close 0.8010 0.7996 -0.0014 -0.2% 0.7999
Range 0.0044 0.0064 0.0020 45.5% 0.0110
ATR 0.0046 0.0047 0.0001 2.8% 0.0000
Volume 12 97 85 708.3% 257
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8185 0.8155 0.8031
R3 0.8121 0.8091 0.8014
R2 0.8057 0.8057 0.8008
R1 0.8027 0.8027 0.8002 0.8042
PP 0.7993 0.7993 0.7993 0.8001
S1 0.7963 0.7963 0.7990 0.7978
S2 0.7929 0.7929 0.7984
S3 0.7865 0.7899 0.7978
S4 0.7801 0.7835 0.7961
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 0.7943 0.0091 1.1% 0.0058 0.7% 58% False False 57
10 0.8034 0.7809 0.0225 2.8% 0.0055 0.7% 83% False False 66
20 0.8034 0.7706 0.0328 4.1% 0.0042 0.5% 88% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8296
2.618 0.8192
1.618 0.8128
1.000 0.8088
0.618 0.8064
HIGH 0.8024
0.618 0.8000
0.500 0.7992
0.382 0.7984
LOW 0.7960
0.618 0.7920
1.000 0.7896
1.618 0.7856
2.618 0.7792
4.250 0.7688
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 0.7995 0.7997
PP 0.7993 0.7997
S1 0.7992 0.7996

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

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