CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.7338 0.7353 0.0015 0.2% 0.7316
High 0.7360 0.7366 0.0006 0.1% 0.7383
Low 0.7311 0.7326 0.0015 0.2% 0.7244
Close 0.7351 0.7338 -0.0013 -0.2% 0.7330
Range 0.0049 0.0040 -0.0009 -18.4% 0.0139
ATR 0.0060 0.0059 -0.0001 -2.4% 0.0000
Volume 356 791 435 122.2% 4,940
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7463 0.7441 0.7360
R3 0.7423 0.7401 0.7349
R2 0.7383 0.7383 0.7345
R1 0.7361 0.7361 0.7342 0.7352
PP 0.7343 0.7343 0.7343 0.7339
S1 0.7321 0.7321 0.7334 0.7312
S2 0.7303 0.7303 0.7331
S3 0.7263 0.7281 0.7327
S4 0.7223 0.7241 0.7316
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 0.7371 0.7244 0.0127 1.7% 0.0067 0.9% 74% False False 980
10 0.7383 0.7207 0.0176 2.4% 0.0060 0.8% 74% False False 793
20 0.7453 0.7207 0.0246 3.4% 0.0056 0.8% 53% False False 509
40 0.7485 0.7207 0.0278 3.8% 0.0056 0.8% 47% False False 273
60 0.7680 0.7207 0.0473 6.4% 0.0053 0.7% 28% False False 188
80 0.7680 0.7207 0.0473 6.4% 0.0044 0.6% 28% False False 141
100 0.7800 0.7207 0.0593 8.1% 0.0038 0.5% 22% False False 114
120 0.7902 0.7207 0.0695 9.5% 0.0035 0.5% 19% False False 96
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7471
1.618 0.7431
1.000 0.7406
0.618 0.7391
HIGH 0.7366
0.618 0.7351
0.500 0.7346
0.382 0.7341
LOW 0.7326
0.618 0.7301
1.000 0.7286
1.618 0.7261
2.618 0.7221
4.250 0.7156
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.7346 0.7327
PP 0.7343 0.7316
S1 0.7341 0.7306

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

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