CME Australian Dollar Future December 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 0.7850 0.7810 -0.0040 -0.5% 0.7938
High 0.7870 0.7811 -0.0059 -0.7% 0.7938
Low 0.7844 0.7809 -0.0035 -0.4% 0.7799
Close 0.7863 0.7811 -0.0052 -0.7% 0.7848
Range 0.0026 0.0002 -0.0024 -92.3% 0.0139
ATR 0.0042 0.0042 0.0001 2.1% 0.0000
Volume 2 3 1 50.0% 12
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7816 0.7812
R3 0.7814 0.7814 0.7812
R2 0.7812 0.7812 0.7811
R1 0.7812 0.7812 0.7811 0.7812
PP 0.7810 0.7810 0.7810 0.7811
S1 0.7810 0.7810 0.7811 0.7810
S2 0.7808 0.7808 0.7811
S3 0.7806 0.7808 0.7810
S4 0.7804 0.7806 0.7810
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 0.7870 0.7799 0.0071 0.9% 0.0025 0.3% 17% False False 2
10 0.7961 0.7799 0.0162 2.1% 0.0034 0.4% 7% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7819
2.618 0.7816
1.618 0.7814
1.000 0.7813
0.618 0.7812
HIGH 0.7811
0.618 0.7810
0.500 0.7810
0.382 0.7810
LOW 0.7809
0.618 0.7808
1.000 0.7807
1.618 0.7806
2.618 0.7804
4.250 0.7801
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.7811 0.7840
PP 0.7810 0.7830
S1 0.7810 0.7821

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

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