CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 0.8078 0.8058 -0.0020 -0.2% 0.7990
High 0.8111 0.8064 -0.0047 -0.6% 0.8130
Low 0.8038 0.7989 -0.0049 -0.6% 0.7960
Close 0.8050 0.8035 -0.0015 -0.2% 0.8120
Range 0.0073 0.0075 0.0002 2.7% 0.0170
ATR 0.0059 0.0060 0.0001 2.0% 0.0000
Volume 499 216 -283 -56.7% 1,452
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8254 0.8220 0.8076
R3 0.8179 0.8145 0.8056
R2 0.8104 0.8104 0.8049
R1 0.8070 0.8070 0.8042 0.8050
PP 0.8029 0.8029 0.8029 0.8019
S1 0.7995 0.7995 0.8028 0.7975
S2 0.7954 0.7954 0.8021
S3 0.7879 0.7920 0.8014
S4 0.7804 0.7845 0.7994
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8580 0.8520 0.8213
R3 0.8410 0.8350 0.8167
R2 0.8240 0.8240 0.8151
R1 0.8180 0.8180 0.8136 0.8210
PP 0.8070 0.8070 0.8070 0.8085
S1 0.8010 0.8010 0.8104 0.8040
S2 0.7900 0.7900 0.8089
S3 0.7730 0.7840 0.8073
S4 0.7560 0.7670 0.8027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8130 0.7989 0.0141 1.8% 0.0074 0.9% 33% False True 240
10 0.8130 0.7960 0.0170 2.1% 0.0071 0.9% 44% False False 260
20 0.8130 0.7809 0.0321 4.0% 0.0060 0.8% 70% False False 154
40 0.8130 0.7501 0.0629 7.8% 0.0045 0.6% 85% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8383
2.618 0.8260
1.618 0.8185
1.000 0.8139
0.618 0.8110
HIGH 0.8064
0.618 0.8035
0.500 0.8027
0.382 0.8018
LOW 0.7989
0.618 0.7943
1.000 0.7914
1.618 0.7868
2.618 0.7793
4.250 0.7670
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 0.8032 0.8051
PP 0.8029 0.8045
S1 0.8027 0.8040

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

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