CME Australian Dollar Future September 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 0.7578 0.7577 -0.0001 0.0% 0.7561
High 0.7578 0.7673 0.0095 1.3% 0.7597
Low 0.7520 0.7567 0.0047 0.6% 0.7482
Close 0.7575 0.7659 0.0084 1.1% 0.7575
Range 0.0058 0.0106 0.0048 82.8% 0.0115
ATR 0.0056 0.0060 0.0004 6.3% 0.0000
Volume 1,154 2,102 948 82.1% 4,586
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7951 0.7911 0.7717
R3 0.7845 0.7805 0.7688
R2 0.7739 0.7739 0.7678
R1 0.7699 0.7699 0.7669 0.7719
PP 0.7633 0.7633 0.7633 0.7643
S1 0.7593 0.7593 0.7649 0.7613
S2 0.7527 0.7527 0.7640
S3 0.7421 0.7487 0.7630
S4 0.7315 0.7381 0.7601
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7896 0.7851 0.7638
R3 0.7781 0.7736 0.7607
R2 0.7666 0.7666 0.7596
R1 0.7621 0.7621 0.7586 0.7644
PP 0.7551 0.7551 0.7551 0.7563
S1 0.7506 0.7506 0.7564 0.7529
S2 0.7436 0.7436 0.7554
S3 0.7321 0.7391 0.7543
S4 0.7206 0.7276 0.7512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7673 0.7482 0.0191 2.5% 0.0077 1.0% 93% True False 1,337
10 0.7673 0.7482 0.0191 2.5% 0.0064 0.8% 93% True False 997
20 0.7673 0.7420 0.0253 3.3% 0.0060 0.8% 94% True False 589
40 0.7814 0.7420 0.0394 5.1% 0.0055 0.7% 61% False False 352
60 0.7905 0.7420 0.0485 6.3% 0.0052 0.7% 49% False False 250
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 0.0014
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 0.8124
2.618 0.7951
1.618 0.7845
1.000 0.7779
0.618 0.7739
HIGH 0.7673
0.618 0.7633
0.500 0.7620
0.382 0.7607
LOW 0.7567
0.618 0.7501
1.000 0.7461
1.618 0.7395
2.618 0.7289
4.250 0.7117
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 0.7646 0.7638
PP 0.7633 0.7617
S1 0.7620 0.7597

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

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