CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 0.7838 0.7845 0.0007 0.1% 0.7911
High 0.7840 0.7896 0.0056 0.7% 0.7934
Low 0.7810 0.7830 0.0020 0.3% 0.7795
Close 0.7837 0.7851 0.0014 0.2% 0.7837
Range 0.0030 0.0066 0.0036 120.0% 0.0139
ATR 0.0069 0.0069 0.0000 -0.3% 0.0000
Volume 329 328 -1 -0.3% 987
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8057 0.8020 0.7887
R3 0.7991 0.7954 0.7869
R2 0.7925 0.7925 0.7863
R1 0.7888 0.7888 0.7857 0.7906
PP 0.7859 0.7859 0.7859 0.7868
S1 0.7822 0.7822 0.7845 0.7841
S2 0.7793 0.7793 0.7839
S3 0.7727 0.7756 0.7833
S4 0.7661 0.7690 0.7815
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8272 0.8194 0.7913
R3 0.8133 0.8055 0.7875
R2 0.7994 0.7994 0.7862
R1 0.7916 0.7916 0.7850 0.7886
PP 0.7855 0.7855 0.7855 0.7840
S1 0.7777 0.7777 0.7824 0.7747
S2 0.7716 0.7716 0.7812
S3 0.7577 0.7638 0.7799
S4 0.7438 0.7499 0.7761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7934 0.7795 0.0139 1.8% 0.0060 0.8% 40% False False 263
10 0.7986 0.7774 0.0212 2.7% 0.0071 0.9% 36% False False 277
20 0.8114 0.7761 0.0353 4.5% 0.0072 0.9% 25% False False 318
40 0.8130 0.7761 0.0369 4.7% 0.0063 0.8% 24% False False 217
60 0.8130 0.7501 0.0629 8.0% 0.0051 0.7% 56% False False 147
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8176
2.618 0.8069
1.618 0.8003
1.000 0.7962
0.618 0.7937
HIGH 0.7896
0.618 0.7871
0.500 0.7863
0.382 0.7855
LOW 0.7830
0.618 0.7789
1.000 0.7764
1.618 0.7723
2.618 0.7657
4.250 0.7550
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 0.7863 0.7849
PP 0.7859 0.7847
S1 0.7855 0.7846

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

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