CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 0.7859 0.7795 -0.0064 -0.8% 0.7911
High 0.7869 0.7820 -0.0049 -0.6% 0.7934
Low 0.7787 0.7763 -0.0024 -0.3% 0.7795
Close 0.7799 0.7781 -0.0018 -0.2% 0.7837
Range 0.0082 0.0057 -0.0025 -30.5% 0.0139
ATR 0.0070 0.0069 -0.0001 -1.3% 0.0000
Volume 1,184 680 -504 -42.6% 987
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7959 0.7927 0.7812
R3 0.7902 0.7870 0.7797
R2 0.7845 0.7845 0.7791
R1 0.7813 0.7813 0.7786 0.7801
PP 0.7788 0.7788 0.7788 0.7782
S1 0.7756 0.7756 0.7776 0.7743
S2 0.7731 0.7731 0.7771
S3 0.7674 0.7699 0.7765
S4 0.7617 0.7642 0.7750
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 0.7763 0.0133 1.7% 0.0060 0.8% 14% False True 536
10 0.7986 0.7763 0.0223 2.9% 0.0076 1.0% 8% False True 396
20 0.8111 0.7761 0.0350 4.5% 0.0074 0.9% 6% False False 395
40 0.8130 0.7761 0.0369 4.7% 0.0065 0.8% 5% False False 263
60 0.8130 0.7501 0.0629 8.1% 0.0053 0.7% 45% False False 179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7969
1.618 0.7912
1.000 0.7877
0.618 0.7855
HIGH 0.7820
0.618 0.7798
0.500 0.7792
0.382 0.7785
LOW 0.7763
0.618 0.7728
1.000 0.7706
1.618 0.7671
2.618 0.7614
4.250 0.7521
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 0.7792 0.7830
PP 0.7788 0.7813
S1 0.7785 0.7797

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

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