CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 0.7565 0.7553 -0.0012 -0.2% 0.7667
High 0.7589 0.7585 -0.0004 -0.1% 0.7683
Low 0.7547 0.7532 -0.0015 -0.2% 0.7532
Close 0.7553 0.7580 0.0027 0.4% 0.7580
Range 0.0042 0.0053 0.0011 26.2% 0.0151
ATR 0.0057 0.0057 0.0000 -0.5% 0.0000
Volume 115,949 109,599 -6,350 -5.5% 540,437
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7725 0.7705 0.7609
R3 0.7672 0.7652 0.7595
R2 0.7619 0.7619 0.7590
R1 0.7599 0.7599 0.7585 0.7609
PP 0.7566 0.7566 0.7566 0.7571
S1 0.7546 0.7546 0.7575 0.7556
S2 0.7513 0.7513 0.7570
S3 0.7460 0.7493 0.7565
S4 0.7407 0.7440 0.7551
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8051 0.7967 0.7663
R3 0.7900 0.7816 0.7622
R2 0.7749 0.7749 0.7608
R1 0.7665 0.7665 0.7594 0.7632
PP 0.7598 0.7598 0.7598 0.7582
S1 0.7514 0.7514 0.7566 0.7481
S2 0.7447 0.7447 0.7552
S3 0.7296 0.7363 0.7538
S4 0.7145 0.7212 0.7497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7532 0.0151 2.0% 0.0055 0.7% 32% False True 108,087
10 0.7813 0.7532 0.0281 3.7% 0.0056 0.7% 17% False True 98,533
20 0.7813 0.7532 0.0281 3.7% 0.0054 0.7% 17% False True 91,267
40 0.7921 0.7532 0.0389 5.1% 0.0058 0.8% 12% False True 77,690
60 0.8064 0.7532 0.0532 7.0% 0.0063 0.8% 9% False True 51,934
80 0.8130 0.7532 0.0598 7.9% 0.0062 0.8% 8% False True 38,990
100 0.8130 0.7501 0.0629 8.3% 0.0055 0.7% 13% False False 31,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7724
1.618 0.7671
1.000 0.7638
0.618 0.7618
HIGH 0.7585
0.618 0.7565
0.500 0.7559
0.382 0.7552
LOW 0.7532
0.618 0.7499
1.000 0.7479
1.618 0.7446
2.618 0.7393
4.250 0.7307
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 0.7573 0.7577
PP 0.7566 0.7573
S1 0.7559 0.7570

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

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