CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 0.7911 0.7884 -0.0027 -0.3% 0.7821
High 0.7934 0.7894 -0.0040 -0.5% 0.7986
Low 0.7878 0.7809 -0.0069 -0.9% 0.7774
Close 0.7880 0.7822 -0.0058 -0.7% 0.7908
Range 0.0056 0.0085 0.0029 51.8% 0.0212
ATR 0.0072 0.0073 0.0001 1.3% 0.0000
Volume 342 157 -185 -54.1% 1,461
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8097 0.8044 0.7869
R3 0.8012 0.7959 0.7845
R2 0.7927 0.7927 0.7838
R1 0.7874 0.7874 0.7830 0.7858
PP 0.7842 0.7842 0.7842 0.7834
S1 0.7789 0.7789 0.7814 0.7773
S2 0.7757 0.7757 0.7806
S3 0.7672 0.7704 0.7799
S4 0.7587 0.7619 0.7775
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% 0.0092 1.2% 23% False False 256
10 0.7986 0.7761 0.0225 2.9% 0.0076 1.0% 27% False False 327
20 0.8130 0.7761 0.0369 4.7% 0.0079 1.0% 17% False False 344
40 0.8130 0.7706 0.0424 5.4% 0.0061 0.8% 27% False False 198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8255
2.618 0.8117
1.618 0.8032
1.000 0.7979
0.618 0.7947
HIGH 0.7894
0.618 0.7862
0.500 0.7852
0.382 0.7841
LOW 0.7809
0.618 0.7756
1.000 0.7724
1.618 0.7671
2.618 0.7586
4.250 0.7448
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 0.7852 0.7898
PP 0.7842 0.7872
S1 0.7832 0.7847

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

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