CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 0.7805 0.7825 0.0020 0.3% 0.7938
High 0.7856 0.7848 -0.0008 -0.1% 0.7938
Low 0.7799 0.7825 0.0026 0.3% 0.7799
Close 0.7856 0.7848 -0.0008 -0.1% 0.7848
Range 0.0057 0.0023 -0.0034 -59.6% 0.0139
ATR 0.0000 0.0043 0.0043 0.0000
Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7909 0.7902 0.7861
R3 0.7886 0.7879 0.7854
R2 0.7863 0.7863 0.7852
R1 0.7856 0.7856 0.7850 0.7860
PP 0.7840 0.7840 0.7840 0.7842
S1 0.7833 0.7833 0.7846 0.7837
S2 0.7817 0.7817 0.7844
S3 0.7794 0.7810 0.7842
S4 0.7771 0.7787 0.7835
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8279 0.8202 0.7924
R3 0.8140 0.8063 0.7886
R2 0.8001 0.8001 0.7873
R1 0.7924 0.7924 0.7861 0.7893
PP 0.7862 0.7862 0.7862 0.7846
S1 0.7785 0.7785 0.7835 0.7754
S2 0.7723 0.7723 0.7823
S3 0.7584 0.7646 0.7810
S4 0.7445 0.7507 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7961 0.7799 0.0162 2.1% 0.0037 0.5% 30% False False 2
10 0.7961 0.7797 0.0164 2.1% 0.0033 0.4% 31% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7946
2.618 0.7908
1.618 0.7885
1.000 0.7871
0.618 0.7862
HIGH 0.7848
0.618 0.7839
0.500 0.7837
0.382 0.7834
LOW 0.7825
0.618 0.7811
1.000 0.7802
1.618 0.7788
2.618 0.7765
4.250 0.7727
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 0.7844 0.7841
PP 0.7840 0.7834
S1 0.7837 0.7828

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

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