CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 0.7861 0.7858 -0.0003 0.0% 0.7903
High 0.7875 0.7933 0.0058 0.7% 0.7951
Low 0.7832 0.7774 -0.0058 -0.7% 0.7761
Close 0.7857 0.7913 0.0056 0.7% 0.7789
Range 0.0043 0.0159 0.0116 269.8% 0.0190
ATR 0.0065 0.0072 0.0007 10.3% 0.0000
Volume 331 362 31 9.4% 1,942
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8350 0.8291 0.8000
R3 0.8191 0.8132 0.7957
R2 0.8032 0.8032 0.7942
R1 0.7973 0.7973 0.7928 0.8002
PP 0.7873 0.7873 0.7873 0.7888
S1 0.7814 0.7814 0.7898 0.7844
S2 0.7714 0.7714 0.7884
S3 0.7555 0.7655 0.7869
S4 0.7396 0.7496 0.7826
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8404 0.8286 0.7894
R3 0.8214 0.8096 0.7841
R2 0.8024 0.8024 0.7824
R1 0.7906 0.7906 0.7806 0.7870
PP 0.7834 0.7834 0.7834 0.7816
S1 0.7716 0.7716 0.7772 0.7680
S2 0.7644 0.7644 0.7754
S3 0.7454 0.7526 0.7737
S4 0.7264 0.7336 0.7685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7933 0.7761 0.0172 2.2% 0.0077 1.0% 88% True False 452
10 0.8064 0.7761 0.0303 3.8% 0.0080 1.0% 50% False False 380
20 0.8130 0.7761 0.0369 4.7% 0.0075 0.9% 41% False False 311
40 0.8130 0.7647 0.0483 6.1% 0.0055 0.7% 55% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 0.8609
2.618 0.8349
1.618 0.8190
1.000 0.8092
0.618 0.8031
HIGH 0.7933
0.618 0.7872
0.500 0.7854
0.382 0.7835
LOW 0.7774
0.618 0.7676
1.000 0.7615
1.618 0.7517
2.618 0.7358
4.250 0.7098
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 0.7893 0.7893
PP 0.7873 0.7873
S1 0.7854 0.7854

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

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