CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 0.7810 0.7792 -0.0018 -0.2% 0.7938
High 0.7811 0.7796 -0.0015 -0.2% 0.7938
Low 0.7809 0.7771 -0.0038 -0.5% 0.7799
Close 0.7811 0.7793 -0.0018 -0.2% 0.7848
Range 0.0002 0.0025 0.0023 1,150.6% 0.0139
ATR 0.0042 0.0042 0.0000 -0.4% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7862 0.7852 0.7807
R3 0.7837 0.7827 0.7800
R2 0.7812 0.7812 0.7798
R1 0.7802 0.7802 0.7795 0.7807
PP 0.7787 0.7787 0.7787 0.7789
S1 0.7777 0.7777 0.7791 0.7782
S2 0.7762 0.7762 0.7788
S3 0.7737 0.7752 0.7786
S4 0.7712 0.7727 0.7779
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 0.7771 0.0099 1.3% 0.0027 0.3% 22% False True 2
10 0.7961 0.7771 0.0190 2.4% 0.0036 0.5% 12% False True 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7861
1.618 0.7836
1.000 0.7821
0.618 0.7811
HIGH 0.7796
0.618 0.7786
0.500 0.7784
0.382 0.7781
LOW 0.7771
0.618 0.7756
1.000 0.7746
1.618 0.7731
2.618 0.7706
4.250 0.7665
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 0.7790 0.7821
PP 0.7787 0.7811
S1 0.7784 0.7802

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

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