CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 0.7795 0.7763 -0.0032 -0.4% 0.7911
High 0.7820 0.7769 -0.0051 -0.7% 0.7934
Low 0.7763 0.7716 -0.0047 -0.6% 0.7795
Close 0.7781 0.7762 -0.0019 -0.2% 0.7837
Range 0.0057 0.0053 -0.0004 -7.0% 0.0139
ATR 0.0069 0.0069 0.0000 -0.4% 0.0000
Volume 680 1,069 389 57.2% 987
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7908 0.7888 0.7791
R3 0.7855 0.7835 0.7777
R2 0.7802 0.7802 0.7772
R1 0.7782 0.7782 0.7767 0.7766
PP 0.7749 0.7749 0.7749 0.7741
S1 0.7729 0.7729 0.7757 0.7713
S2 0.7696 0.7696 0.7752
S3 0.7643 0.7676 0.7747
S4 0.7590 0.7623 0.7733
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 0.7716 0.0180 2.3% 0.0058 0.7% 26% False True 718
10 0.7986 0.7716 0.0270 3.5% 0.0065 0.8% 17% False True 466
20 0.8064 0.7716 0.0348 4.5% 0.0073 0.9% 13% False True 423
40 0.8130 0.7716 0.0414 5.3% 0.0065 0.8% 11% False True 290
60 0.8130 0.7501 0.0629 8.1% 0.0053 0.7% 41% False False 196
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7908
1.618 0.7855
1.000 0.7822
0.618 0.7802
HIGH 0.7769
0.618 0.7749
0.500 0.7743
0.382 0.7736
LOW 0.7716
0.618 0.7683
1.000 0.7663
1.618 0.7630
2.618 0.7577
4.250 0.7491
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 0.7756 0.7793
PP 0.7749 0.7782
S1 0.7743 0.7772

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

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