CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 0.7920 0.7940 0.0020 0.3% 0.7821
High 0.7964 0.7986 0.0022 0.3% 0.7986
Low 0.7898 0.7894 -0.0004 -0.1% 0.7774
Close 0.7936 0.7908 -0.0028 -0.4% 0.7908
Range 0.0066 0.0092 0.0026 39.4% 0.0212
ATR 0.0071 0.0073 0.0001 2.1% 0.0000
Volume 149 272 123 82.6% 1,461
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8205 0.8149 0.7959
R3 0.8113 0.8057 0.7933
R2 0.8021 0.8021 0.7925
R1 0.7965 0.7965 0.7916 0.7947
PP 0.7929 0.7929 0.7929 0.7921
S1 0.7873 0.7873 0.7900 0.7855
S2 0.7837 0.7837 0.7891
S3 0.7745 0.7781 0.7883
S4 0.7653 0.7689 0.7857
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8525 0.8429 0.8025
R3 0.8313 0.8217 0.7966
R2 0.8101 0.8101 0.7947
R1 0.8005 0.8005 0.7927 0.8053
PP 0.7889 0.7889 0.7889 0.7914
S1 0.7793 0.7793 0.7889 0.7841
S2 0.7677 0.7677 0.7869
S3 0.7465 0.7581 0.7850
S4 0.7253 0.7369 0.7791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7986 0.7774 0.0212 2.7% 0.0082 1.0% 63% True False 292
10 0.7986 0.7761 0.0225 2.8% 0.0077 1.0% 65% True False 340
20 0.8130 0.7761 0.0369 4.7% 0.0077 1.0% 40% False False 325
40 0.8130 0.7655 0.0475 6.0% 0.0059 0.7% 53% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8227
1.618 0.8135
1.000 0.8078
0.618 0.8043
HIGH 0.7986
0.618 0.7951
0.500 0.7940
0.382 0.7929
LOW 0.7894
0.618 0.7837
1.000 0.7802
1.618 0.7745
2.618 0.7653
4.250 0.7503
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 0.7940 0.7899
PP 0.7929 0.7889
S1 0.7919 0.7880

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

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