CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 0.7845 0.7859 0.0014 0.2% 0.7911
High 0.7896 0.7869 -0.0027 -0.3% 0.7934
Low 0.7830 0.7787 -0.0043 -0.5% 0.7795
Close 0.7851 0.7799 -0.0052 -0.7% 0.7837
Range 0.0066 0.0082 0.0016 24.2% 0.0139
ATR 0.0069 0.0070 0.0001 1.3% 0.0000
Volume 328 1,184 856 261.0% 987
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8064 0.8014 0.7844
R3 0.7982 0.7932 0.7822
R2 0.7900 0.7900 0.7814
R1 0.7850 0.7850 0.7807 0.7834
PP 0.7818 0.7818 0.7818 0.7811
S1 0.7768 0.7768 0.7791 0.7752
S2 0.7736 0.7736 0.7784
S3 0.7654 0.7686 0.7776
S4 0.7572 0.7604 0.7754
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 0.7896 0.7787 0.0109 1.4% 0.0065 0.8% 11% False True 431
10 0.7986 0.7774 0.0212 2.7% 0.0074 1.0% 12% False False 361
20 0.8112 0.7761 0.0351 4.5% 0.0074 0.9% 11% False False 367
40 0.8130 0.7761 0.0369 4.7% 0.0064 0.8% 10% False False 247
60 0.8130 0.7501 0.0629 8.1% 0.0052 0.7% 47% False False 167
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8217
2.618 0.8084
1.618 0.8002
1.000 0.7951
0.618 0.7920
HIGH 0.7869
0.618 0.7838
0.500 0.7828
0.382 0.7818
LOW 0.7787
0.618 0.7736
1.000 0.7705
1.618 0.7654
2.618 0.7572
4.250 0.7439
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.7828 0.7842
PP 0.7818 0.7827
S1 0.7809 0.7813

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

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