CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 0.7999 0.8052 0.0053 0.7% 0.7924
High 0.8079 0.8110 0.0031 0.4% 0.8034
Low 0.7997 0.8011 0.0014 0.2% 0.7924
Close 0.8077 0.8022 -0.0055 -0.7% 0.7999
Range 0.0082 0.0099 0.0017 20.7% 0.0110
ATR 0.0050 0.0053 0.0004 7.1% 0.0000
Volume 164 1,019 855 521.3% 257
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8345 0.8282 0.8076
R3 0.8246 0.8183 0.8049
R2 0.8147 0.8147 0.8040
R1 0.8084 0.8084 0.8031 0.8066
PP 0.8048 0.8048 0.8048 0.8039
S1 0.7985 0.7985 0.8013 0.7967
S2 0.7949 0.7949 0.8004
S3 0.7850 0.7886 0.7995
S4 0.7751 0.7787 0.7968
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 0.8110 0.7960 0.0150 1.9% 0.0067 0.8% 41% True False 281
10 0.8110 0.7840 0.0270 3.4% 0.0064 0.8% 67% True False 159
20 0.8110 0.7725 0.0385 4.8% 0.0050 0.6% 77% True False 109
40 0.8110 0.7501 0.0609 7.6% 0.0038 0.5% 86% True False 58
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 0.0016
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.8531
2.618 0.8369
1.618 0.8270
1.000 0.8209
0.618 0.8171
HIGH 0.8110
0.618 0.8072
0.500 0.8061
0.382 0.8049
LOW 0.8011
0.618 0.7950
1.000 0.7912
1.618 0.7851
2.618 0.7752
4.250 0.7590
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 0.8061 0.8035
PP 0.8048 0.8031
S1 0.8035 0.8026

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

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