CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 0.7371 0.7298 -0.0073 -1.0% 0.7399
High 0.7377 0.7298 -0.0079 -1.1% 0.7453
Low 0.7288 0.7261 -0.0027 -0.4% 0.7288
Close 0.7293 0.7264 -0.0029 -0.4% 0.7293
Range 0.0089 0.0037 -0.0052 -58.4% 0.0165
ATR 0.0058 0.0056 -0.0001 -2.6% 0.0000
Volume 355 738 383 107.9% 651
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7385 0.7362 0.7284
R3 0.7348 0.7325 0.7274
R2 0.7311 0.7311 0.7271
R1 0.7288 0.7288 0.7267 0.7281
PP 0.7274 0.7274 0.7274 0.7271
S1 0.7251 0.7251 0.7261 0.7244
S2 0.7237 0.7237 0.7257
S3 0.7200 0.7214 0.7254
S4 0.7163 0.7177 0.7244
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7840 0.7731 0.7384
R3 0.7675 0.7566 0.7338
R2 0.7510 0.7510 0.7323
R1 0.7401 0.7401 0.7308 0.7373
PP 0.7345 0.7345 0.7345 0.7331
S1 0.7236 0.7236 0.7278 0.7208
S2 0.7180 0.7180 0.7263
S3 0.7015 0.7071 0.7248
S4 0.6850 0.6906 0.7202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7453 0.7261 0.0192 2.6% 0.0062 0.8% 2% False True 273
10 0.7453 0.7261 0.0192 2.6% 0.0049 0.7% 2% False True 167
20 0.7465 0.7261 0.0204 2.8% 0.0058 0.8% 1% False True 107
40 0.7485 0.7261 0.0224 3.1% 0.0053 0.7% 1% False True 64
60 0.7680 0.7261 0.0419 5.8% 0.0046 0.6% 1% False True 46
80 0.7680 0.7261 0.0419 5.8% 0.0039 0.5% 1% False True 35
100 0.7800 0.7261 0.0539 7.4% 0.0033 0.5% 1% False True 29
120 0.7902 0.7261 0.0641 8.8% 0.0032 0.4% 0% False True 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7455
2.618 0.7395
1.618 0.7358
1.000 0.7335
0.618 0.7321
HIGH 0.7298
0.618 0.7284
0.500 0.7280
0.382 0.7275
LOW 0.7261
0.618 0.7238
1.000 0.7224
1.618 0.7201
2.618 0.7164
4.250 0.7104
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 0.7280 0.7357
PP 0.7274 0.7326
S1 0.7269 0.7295

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

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