CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.7930 0.7938 0.0008 0.1% 0.7841
High 0.7961 0.7938 -0.0023 -0.3% 0.7961
Low 0.7919 0.7891 -0.0028 -0.4% 0.7820
Close 0.7919 0.7891 -0.0028 -0.4% 0.7919
Range 0.0042 0.0047 0.0005 11.9% 0.0141
ATR
Volume 1 5 4 400.0% 10
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8048 0.8016 0.7917
R3 0.8001 0.7969 0.7904
R2 0.7954 0.7954 0.7900
R1 0.7922 0.7922 0.7895 0.7915
PP 0.7907 0.7907 0.7907 0.7903
S1 0.7875 0.7875 0.7887 0.7868
S2 0.7860 0.7860 0.7882
S3 0.7813 0.7828 0.7878
S4 0.7766 0.7781 0.7865
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8323 0.8262 0.7997
R3 0.8182 0.8121 0.7958
R2 0.8041 0.8041 0.7945
R1 0.7980 0.7980 0.7932 0.8010
PP 0.7900 0.7900 0.7900 0.7915
S1 0.7839 0.7839 0.7906 0.7870
S2 0.7759 0.7759 0.7893
S3 0.7618 0.7698 0.7880
S4 0.7477 0.7557 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7961 0.7820 0.0141 1.8% 0.0043 0.5% 50% False False 2
10 0.7961 0.7797 0.0164 2.1% 0.0031 0.4% 57% False False 1
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8061
1.618 0.8014
1.000 0.7985
0.618 0.7967
HIGH 0.7938
0.618 0.7920
0.500 0.7915
0.382 0.7909
LOW 0.7891
0.618 0.7862
1.000 0.7844
1.618 0.7815
2.618 0.7768
4.250 0.7691
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.7915 0.7926
PP 0.7907 0.7914
S1 0.7899 0.7903

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

View Archives - Comment on this page... - Back to Index of Symbols