CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 0.7298 0.7280 -0.0018 -0.2% 0.7399
High 0.7298 0.7285 -0.0013 -0.2% 0.7453
Low 0.7261 0.7231 -0.0030 -0.4% 0.7288
Close 0.7264 0.7239 -0.0025 -0.3% 0.7293
Range 0.0037 0.0054 0.0017 45.9% 0.0165
ATR 0.0056 0.0056 0.0000 -0.3% 0.0000
Volume 738 609 -129 -17.5% 651
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7414 0.7380 0.7269
R3 0.7360 0.7326 0.7254
R2 0.7306 0.7306 0.7249
R1 0.7272 0.7272 0.7244 0.7262
PP 0.7252 0.7252 0.7252 0.7247
S1 0.7218 0.7218 0.7234 0.7208
S2 0.7198 0.7198 0.7229
S3 0.7144 0.7164 0.7224
S4 0.7090 0.7110 0.7209
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 0.7231 0.0222 3.1% 0.0061 0.8% 4% False True 387
10 0.7453 0.7231 0.0222 3.1% 0.0052 0.7% 4% False True 224
20 0.7465 0.7231 0.0234 3.2% 0.0058 0.8% 3% False True 136
40 0.7485 0.7231 0.0254 3.5% 0.0054 0.7% 3% False True 79
60 0.7680 0.7231 0.0449 6.2% 0.0047 0.7% 2% False True 56
80 0.7680 0.7231 0.0449 6.2% 0.0040 0.5% 2% False True 43
100 0.7800 0.7231 0.0569 7.9% 0.0034 0.5% 1% False True 35
120 0.7902 0.7231 0.0671 9.3% 0.0032 0.4% 1% False True 30
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7426
1.618 0.7372
1.000 0.7339
0.618 0.7318
HIGH 0.7285
0.618 0.7264
0.500 0.7258
0.382 0.7252
LOW 0.7231
0.618 0.7198
1.000 0.7177
1.618 0.7144
2.618 0.7090
4.250 0.7002
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 0.7258 0.7304
PP 0.7252 0.7282
S1 0.7245 0.7261

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

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