CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 0.8038 0.7903 -0.0135 -1.7% 0.8109
High 0.8039 0.7951 -0.0088 -1.1% 0.8114
Low 0.7918 0.7881 -0.0037 -0.5% 0.7918
Close 0.7936 0.7901 -0.0035 -0.4% 0.7936
Range 0.0121 0.0070 -0.0051 -42.1% 0.0196
ATR 0.0064 0.0065 0.0000 0.6% 0.0000
Volume 608 218 -390 -64.1% 1,651
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8121 0.8081 0.7940
R3 0.8051 0.8011 0.7920
R2 0.7981 0.7981 0.7914
R1 0.7941 0.7941 0.7907 0.7926
PP 0.7911 0.7911 0.7911 0.7904
S1 0.7871 0.7871 0.7895 0.7856
S2 0.7841 0.7841 0.7888
S3 0.7771 0.7801 0.7882
S4 0.7701 0.7731 0.7863
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8577 0.8453 0.8044
R3 0.8381 0.8257 0.7990
R2 0.8185 0.8185 0.7972
R1 0.8061 0.8061 0.7954 0.8025
PP 0.7989 0.7989 0.7989 0.7972
S1 0.7865 0.7865 0.7918 0.7829
S2 0.7793 0.7793 0.7900
S3 0.7597 0.7669 0.7882
S4 0.7401 0.7473 0.7828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8112 0.7881 0.0231 2.9% 0.0081 1.0% 9% False True 332
10 0.8130 0.7881 0.0249 3.2% 0.0081 1.0% 8% False True 330
20 0.8130 0.7809 0.0321 4.1% 0.0066 0.8% 29% False False 194
40 0.8130 0.7501 0.0629 8.0% 0.0047 0.6% 64% False False 108
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8134
1.618 0.8064
1.000 0.8021
0.618 0.7994
HIGH 0.7951
0.618 0.7924
0.500 0.7916
0.382 0.7908
LOW 0.7881
0.618 0.7838
1.000 0.7811
1.618 0.7768
2.618 0.7698
4.250 0.7584
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 0.7916 0.7973
PP 0.7911 0.7949
S1 0.7906 0.7925

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

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