CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 0.7766 0.7766 0.0000 0.0% 0.7845
High 0.7773 0.7770 -0.0003 0.0% 0.7896
Low 0.7741 0.7730 -0.0011 -0.1% 0.7716
Close 0.7757 0.7763 0.0006 0.1% 0.7757
Range 0.0032 0.0040 0.0008 25.0% 0.0180
ATR 0.0066 0.0064 -0.0002 -2.8% 0.0000
Volume 1,277 612 -665 -52.1% 4,538
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7874 0.7859 0.7785
R3 0.7834 0.7819 0.7774
R2 0.7794 0.7794 0.7770
R1 0.7779 0.7779 0.7767 0.7767
PP 0.7754 0.7754 0.7754 0.7748
S1 0.7739 0.7739 0.7759 0.7727
S2 0.7714 0.7714 0.7756
S3 0.7674 0.7699 0.7752
S4 0.7634 0.7659 0.7741
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8330 0.8223 0.7856
R3 0.8150 0.8043 0.7807
R2 0.7970 0.7970 0.7790
R1 0.7863 0.7863 0.7774 0.7827
PP 0.7790 0.7790 0.7790 0.7771
S1 0.7683 0.7683 0.7741 0.7647
S2 0.7610 0.7610 0.7724
S3 0.7430 0.7503 0.7708
S4 0.7250 0.7323 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7869 0.7716 0.0153 2.0% 0.0053 0.7% 31% False False 964
10 0.7934 0.7716 0.0218 2.8% 0.0056 0.7% 22% False False 613
20 0.7986 0.7716 0.0270 3.5% 0.0066 0.9% 17% False False 477
40 0.8130 0.7716 0.0414 5.3% 0.0065 0.8% 11% False False 330
60 0.8130 0.7501 0.0629 8.1% 0.0053 0.7% 42% False False 228
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7940
2.618 0.7875
1.618 0.7835
1.000 0.7810
0.618 0.7795
HIGH 0.7770
0.618 0.7755
0.500 0.7750
0.382 0.7745
LOW 0.7730
0.618 0.7705
1.000 0.7690
1.618 0.7665
2.618 0.7625
4.250 0.7560
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 0.7759 0.7757
PP 0.7754 0.7751
S1 0.7750 0.7745

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

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