CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 0.7516 0.7513 -0.0003 0.0% 0.7543
High 0.7548 0.7529 -0.0019 -0.3% 0.7565
Low 0.7498 0.7489 -0.0009 -0.1% 0.7448
Close 0.7509 0.7511 0.0002 0.0% 0.7511
Range 0.0050 0.0040 -0.0010 -20.0% 0.0117
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 108,841 87,656 -21,185 -19.5% 532,495
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7630 0.7610 0.7533
R3 0.7590 0.7570 0.7522
R2 0.7550 0.7550 0.7518
R1 0.7530 0.7530 0.7515 0.7520
PP 0.7510 0.7510 0.7510 0.7505
S1 0.7490 0.7490 0.7507 0.7480
S2 0.7470 0.7470 0.7504
S3 0.7430 0.7450 0.7500
S4 0.7390 0.7410 0.7489
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.7859 0.7802 0.7575
R3 0.7742 0.7685 0.7543
R2 0.7625 0.7625 0.7532
R1 0.7568 0.7568 0.7522 0.7538
PP 0.7508 0.7508 0.7508 0.7493
S1 0.7451 0.7451 0.7500 0.7421
S2 0.7391 0.7391 0.7490
S3 0.7274 0.7334 0.7479
S4 0.7157 0.7217 0.7447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7565 0.7448 0.0117 1.6% 0.0059 0.8% 54% False False 106,499
10 0.7567 0.7413 0.0154 2.1% 0.0063 0.8% 64% False False 108,891
20 0.7683 0.7413 0.0270 3.6% 0.0061 0.8% 36% False False 111,893
40 0.7813 0.7413 0.0400 5.3% 0.0058 0.8% 25% False False 100,222
60 0.7921 0.7413 0.0508 6.8% 0.0060 0.8% 19% False False 80,143
80 0.8130 0.7413 0.0717 9.5% 0.0064 0.9% 14% False False 60,193
100 0.8130 0.7413 0.0717 9.5% 0.0060 0.8% 14% False False 48,166
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7699
2.618 0.7634
1.618 0.7594
1.000 0.7569
0.618 0.7554
HIGH 0.7529
0.618 0.7514
0.500 0.7509
0.382 0.7504
LOW 0.7489
0.618 0.7464
1.000 0.7449
1.618 0.7424
2.618 0.7384
4.250 0.7319
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 0.7510 0.7507
PP 0.7510 0.7502
S1 0.7509 0.7498

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

View Archives - Comment on this page... - Back to Index of Symbols