CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 0.7253 0.7338 0.0085 1.2% 0.7316
High 0.7348 0.7360 0.0012 0.2% 0.7383
Low 0.7245 0.7311 0.0066 0.9% 0.7244
Close 0.7330 0.7351 0.0021 0.3% 0.7330
Range 0.0103 0.0049 -0.0054 -52.4% 0.0139
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 1,681 356 -1,325 -78.8% 4,940
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7488 0.7468 0.7378
R3 0.7439 0.7419 0.7364
R2 0.7390 0.7390 0.7360
R1 0.7370 0.7370 0.7355 0.7380
PP 0.7341 0.7341 0.7341 0.7346
S1 0.7321 0.7321 0.7347 0.7331
S2 0.7292 0.7292 0.7342
S3 0.7243 0.7272 0.7338
S4 0.7194 0.7223 0.7324
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7736 0.7672 0.7406
R3 0.7597 0.7533 0.7368
R2 0.7458 0.7458 0.7355
R1 0.7394 0.7394 0.7343 0.7426
PP 0.7319 0.7319 0.7319 0.7335
S1 0.7255 0.7255 0.7317 0.7287
S2 0.7180 0.7180 0.7305
S3 0.7041 0.7116 0.7292
S4 0.6902 0.6977 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7383 0.7244 0.0139 1.9% 0.0068 0.9% 77% False False 1,036
10 0.7383 0.7207 0.0176 2.4% 0.0061 0.8% 82% False False 775
20 0.7453 0.7207 0.0246 3.3% 0.0055 0.7% 59% False False 471
40 0.7485 0.7207 0.0278 3.8% 0.0057 0.8% 52% False False 254
60 0.7680 0.7207 0.0473 6.4% 0.0052 0.7% 30% False False 175
80 0.7680 0.7207 0.0473 6.4% 0.0044 0.6% 30% False False 131
100 0.7800 0.7207 0.0593 8.1% 0.0038 0.5% 24% False False 106
120 0.7902 0.7207 0.0695 9.5% 0.0035 0.5% 21% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7568
2.618 0.7488
1.618 0.7439
1.000 0.7409
0.618 0.7390
HIGH 0.7360
0.618 0.7341
0.500 0.7336
0.382 0.7330
LOW 0.7311
0.618 0.7281
1.000 0.7262
1.618 0.7232
2.618 0.7183
4.250 0.7103
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 0.7346 0.7335
PP 0.7341 0.7318
S1 0.7336 0.7302

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

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