CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	0.8078	0.8058	-0.0020	-0.2%	0.7990
High	0.8111	0.8064	-0.0047	-0.6%	0.8130
Low	0.8038	0.7989	-0.0049	-0.6%	0.7960
Close	0.8050	0.8035	-0.0015	-0.2%	0.8120
Range	0.0073	0.0075	0.0002	2.7%	0.0170
ATR	0.0059	0.0060	0.0001	2.0%	0.0000
Volume	499	216	-283	-56.7%	1,452

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8220	0.8076
R3	0.8179	0.8145	0.8056
R2	0.8104	0.8104	0.8049
R1	0.8070	0.8070	0.8042	0.8050
PP	0.8029	0.8029	0.8029	0.8019
S1	0.7995	0.7995	0.8028	0.7975
S2	0.7954	0.7954	0.8021
S3	0.7879	0.7920	0.8014
S4	0.7804	0.7845	0.7994

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8580	0.8520	0.8213
R3	0.8410	0.8350	0.8167
R2	0.8240	0.8240	0.8151
R1	0.8180	0.8180	0.8136	0.8210
PP	0.8070	0.8070	0.8070	0.8085
S1	0.8010	0.8010	0.8104	0.8040
S2	0.7900	0.7900	0.8089
S3	0.7730	0.7840	0.8073
S4	0.7560	0.7670	0.8027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8130	0.7989	0.0141	1.8%	0.0074	0.9%	33%	False	True	240
10	0.8130	0.7960	0.0170	2.1%	0.0071	0.9%	44%	False	False	260
20	0.8130	0.7809	0.0321	4.0%	0.0060	0.8%	70%	False	False	154
40	0.8130	0.7501	0.0629	7.8%	0.0045	0.6%	85%	False	False	88

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8383
2.618	0.8260
1.618	0.8185
1.000	0.8139
0.618	0.8110
HIGH	0.8064
0.618	0.8035
0.500	0.8027
0.382	0.8018
LOW	0.7989
0.618	0.7943
1.000	0.7914
1.618	0.7868
2.618	0.7793
4.250	0.7670

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	0.8032	0.8051
PP	0.8029	0.8045
S1	0.8027	0.8040

Download as Excel Spreadsheet

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

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