CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 0.7624 0.7593 -0.0031 -0.4% 0.7571
High 0.7628 0.7622 -0.0006 -0.1% 0.7678
Low 0.7561 0.7592 0.0031 0.4% 0.7561
Close 0.7601 0.7605 0.0004 0.1% 0.7601
Range 0.0067 0.0030 -0.0037 -55.2% 0.0117
ATR 0.0064 0.0062 -0.0002 -3.8% 0.0000
Volume 97,059 61,072 -35,987 -37.1% 529,272
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7696 0.7681 0.7622
R3 0.7666 0.7651 0.7613
R2 0.7636 0.7636 0.7611
R1 0.7621 0.7621 0.7608 0.7629
PP 0.7606 0.7606 0.7606 0.7610
S1 0.7591 0.7591 0.7602 0.7599
S2 0.7576 0.7576 0.7599
S3 0.7546 0.7561 0.7597
S4 0.7516 0.7531 0.7588
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7964 0.7900 0.7665
R3 0.7847 0.7783 0.7633
R2 0.7730 0.7730 0.7622
R1 0.7666 0.7666 0.7612 0.7698
PP 0.7613 0.7613 0.7613 0.7630
S1 0.7549 0.7549 0.7590 0.7581
S2 0.7496 0.7496 0.7580
S3 0.7379 0.7432 0.7569
S4 0.7262 0.7315 0.7537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7561 0.0117 1.5% 0.0056 0.7% 38% False False 95,345
10 0.7678 0.7477 0.0201 2.6% 0.0068 0.9% 64% False False 108,063
20 0.7678 0.7448 0.0230 3.0% 0.0062 0.8% 68% False False 108,669
40 0.7813 0.7413 0.0400 5.3% 0.0061 0.8% 48% False False 108,091
60 0.7813 0.7413 0.0400 5.3% 0.0061 0.8% 48% False False 104,488
80 0.7986 0.7413 0.0573 7.5% 0.0061 0.8% 34% False False 80,632
100 0.8130 0.7413 0.0717 9.4% 0.0064 0.8% 27% False False 64,568
120 0.8130 0.7413 0.0717 9.4% 0.0059 0.8% 27% False False 53,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7701
1.618 0.7671
1.000 0.7652
0.618 0.7641
HIGH 0.7622
0.618 0.7611
0.500 0.7607
0.382 0.7603
LOW 0.7592
0.618 0.7573
1.000 0.7562
1.618 0.7543
2.618 0.7513
4.250 0.7464
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 0.7607 0.7617
PP 0.7606 0.7613
S1 0.7606 0.7609

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

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