CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 0.7235 0.7235 0.0000 0.0% 0.7399
High 0.7250 0.7288 0.0038 0.5% 0.7453
Low 0.7207 0.7223 0.0016 0.2% 0.7288
Close 0.7241 0.7263 0.0022 0.3% 0.7293
Range 0.0043 0.0065 0.0022 51.2% 0.0165
ATR 0.0055 0.0056 0.0001 1.3% 0.0000
Volume 609 583 -26 -4.3% 651
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7453 0.7423 0.7299
R3 0.7388 0.7358 0.7281
R2 0.7323 0.7323 0.7275
R1 0.7293 0.7293 0.7269 0.7308
PP 0.7258 0.7258 0.7258 0.7266
S1 0.7228 0.7228 0.7257 0.7243
S2 0.7193 0.7193 0.7251
S3 0.7128 0.7163 0.7245
S4 0.7063 0.7098 0.7227
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 0.7377 0.7207 0.0170 2.3% 0.0058 0.8% 33% False False 578
10 0.7453 0.7207 0.0246 3.4% 0.0055 0.8% 23% False False 324
20 0.7465 0.7207 0.0258 3.6% 0.0055 0.8% 22% False False 189
40 0.7485 0.7207 0.0278 3.8% 0.0054 0.7% 20% False False 107
60 0.7680 0.7207 0.0473 6.5% 0.0048 0.7% 12% False False 76
80 0.7680 0.7207 0.0473 6.5% 0.0040 0.6% 12% False False 57
100 0.7800 0.7207 0.0593 8.2% 0.0035 0.5% 9% False False 47
120 0.7902 0.7207 0.0695 9.6% 0.0032 0.4% 8% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7458
1.618 0.7393
1.000 0.7353
0.618 0.7328
HIGH 0.7288
0.618 0.7263
0.500 0.7256
0.382 0.7248
LOW 0.7223
0.618 0.7183
1.000 0.7158
1.618 0.7118
2.618 0.7053
4.250 0.6947
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 0.7261 0.7258
PP 0.7258 0.7253
S1 0.7256 0.7248

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

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