CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 0.8052 0.8011 -0.0041 -0.5% 0.7990
High 0.8110 0.8130 0.0020 0.2% 0.8130
Low 0.8011 0.8011 0.0000 0.0% 0.7960
Close 0.8022 0.8120 0.0098 1.2% 0.8120
Range 0.0099 0.0119 0.0020 20.2% 0.0170
ATR 0.0053 0.0058 0.0005 8.8% 0.0000
Volume 1,019 160 -859 -84.3% 1,452
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8444 0.8401 0.8185
R3 0.8325 0.8282 0.8153
R2 0.8206 0.8206 0.8142
R1 0.8163 0.8163 0.8131 0.8185
PP 0.8087 0.8087 0.8087 0.8098
S1 0.8044 0.8044 0.8109 0.8066
S2 0.7968 0.7968 0.8098
S3 0.7849 0.7925 0.8087
S4 0.7730 0.7806 0.8055
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8580 0.8520 0.8213
R3 0.8410 0.8350 0.8167
R2 0.8240 0.8240 0.8151
R1 0.8180 0.8180 0.8136 0.8210
PP 0.8070 0.8070 0.8070 0.8085
S1 0.8010 0.8010 0.8104 0.8040
S2 0.7900 0.7900 0.8089
S3 0.7730 0.7840 0.8073
S4 0.7560 0.7670 0.8027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8130 0.7960 0.0170 2.1% 0.0082 1.0% 94% True False 290
10 0.8130 0.7852 0.0278 3.4% 0.0070 0.9% 96% True False 173
20 0.8130 0.7779 0.0351 4.3% 0.0053 0.7% 97% True False 116
40 0.8130 0.7501 0.0629 7.7% 0.0041 0.5% 98% True False 62
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 0.0015
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.8636
2.618 0.8442
1.618 0.8323
1.000 0.8249
0.618 0.8204
HIGH 0.8130
0.618 0.8085
0.500 0.8071
0.382 0.8056
LOW 0.8011
0.618 0.7937
1.000 0.7892
1.618 0.7818
2.618 0.7699
4.250 0.7505
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 0.8104 0.8101
PP 0.8087 0.8082
S1 0.8071 0.8064

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

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