CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 0.7473 0.7516 0.0043 0.6% 0.7539
High 0.7524 0.7548 0.0024 0.3% 0.7567
Low 0.7448 0.7498 0.0050 0.7% 0.7413
Close 0.7517 0.7509 -0.0008 -0.1% 0.7544
Range 0.0076 0.0050 -0.0026 -34.2% 0.0154
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 125,878 108,841 -17,037 -13.5% 556,419
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 0.7668 0.7639 0.7537
R3 0.7618 0.7589 0.7523
R2 0.7568 0.7568 0.7518
R1 0.7539 0.7539 0.7514 0.7529
PP 0.7518 0.7518 0.7518 0.7513
S1 0.7489 0.7489 0.7504 0.7479
S2 0.7468 0.7468 0.7500
S3 0.7418 0.7439 0.7495
S4 0.7368 0.7389 0.7482
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7970 0.7911 0.7629
R3 0.7816 0.7757 0.7586
R2 0.7662 0.7662 0.7572
R1 0.7603 0.7603 0.7558 0.7633
PP 0.7508 0.7508 0.7508 0.7523
S1 0.7449 0.7449 0.7530 0.7479
S2 0.7354 0.7354 0.7516
S3 0.7200 0.7295 0.7502
S4 0.7046 0.7141 0.7459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7567 0.7448 0.0119 1.6% 0.0060 0.8% 51% False False 107,681
10 0.7567 0.7413 0.0154 2.1% 0.0066 0.9% 62% False False 113,141
20 0.7730 0.7413 0.0317 4.2% 0.0063 0.8% 30% False False 112,715
40 0.7813 0.7413 0.0400 5.3% 0.0059 0.8% 24% False False 101,506
60 0.7921 0.7413 0.0508 6.8% 0.0060 0.8% 19% False False 78,685
80 0.8130 0.7413 0.0717 9.5% 0.0065 0.9% 13% False False 59,100
100 0.8130 0.7413 0.0717 9.5% 0.0060 0.8% 13% False False 47,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7679
1.618 0.7629
1.000 0.7598
0.618 0.7579
HIGH 0.7548
0.618 0.7529
0.500 0.7523
0.382 0.7517
LOW 0.7498
0.618 0.7467
1.000 0.7448
1.618 0.7417
2.618 0.7367
4.250 0.7286
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 0.7523 0.7505
PP 0.7518 0.7502
S1 0.7514 0.7498

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

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