CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 0.7679 0.7625 -0.0054 -0.7% 0.7660
High 0.7679 0.7625 -0.0054 -0.7% 0.7680
Low 0.7633 0.7580 -0.0053 -0.7% 0.7580
Close 0.7633 0.7612 -0.0021 -0.3% 0.7612
Range 0.0046 0.0045 -0.0001 -2.2% 0.0100
ATR 0.0042 0.0043 0.0001 1.8% 0.0000
Volume 14 7 -7 -50.0% 112
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7741 0.7721 0.7637
R3 0.7696 0.7676 0.7624
R2 0.7651 0.7651 0.7620
R1 0.7631 0.7631 0.7616 0.7619
PP 0.7606 0.7606 0.7606 0.7599
S1 0.7586 0.7586 0.7608 0.7574
S2 0.7561 0.7561 0.7604
S3 0.7516 0.7541 0.7600
S4 0.7471 0.7496 0.7587
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7924 0.7868 0.7667
R3 0.7824 0.7768 0.7640
R2 0.7724 0.7724 0.7630
R1 0.7668 0.7668 0.7621 0.7646
PP 0.7624 0.7624 0.7624 0.7613
S1 0.7568 0.7568 0.7603 0.7546
S2 0.7524 0.7524 0.7594
S3 0.7424 0.7468 0.7585
S4 0.7324 0.7368 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7580 0.0100 1.3% 0.0035 0.5% 32% False True 22
10 0.7680 0.7513 0.0167 2.2% 0.0035 0.5% 59% False False 11
20 0.7680 0.7480 0.0200 2.6% 0.0023 0.3% 66% False False 6
40 0.7800 0.7441 0.0359 4.7% 0.0021 0.3% 48% False False 6
60 0.7815 0.7441 0.0374 4.9% 0.0020 0.3% 46% False False 6
80 0.7961 0.7441 0.0520 6.8% 0.0021 0.3% 33% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7743
1.618 0.7698
1.000 0.7670
0.618 0.7653
HIGH 0.7625
0.618 0.7608
0.500 0.7603
0.382 0.7597
LOW 0.7580
0.618 0.7552
1.000 0.7535
1.618 0.7507
2.618 0.7462
4.250 0.7389
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 0.7609 0.7630
PP 0.7606 0.7624
S1 0.7603 0.7618

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

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