CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 0.7107 0.7117 0.0010 0.1% 0.7188
High 0.7134 0.7132 -0.0002 0.0% 0.7238
Low 0.7102 0.7088 -0.0014 -0.2% 0.7102
Close 0.7113 0.7103 -0.0010 -0.1% 0.7113
Range 0.0032 0.0044 0.0012 37.5% 0.0136
ATR 0.0063 0.0061 -0.0001 -2.1% 0.0000
Volume 21,018 69,805 48,787 232.1% 34,060
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7240 0.7215 0.7127
R3 0.7196 0.7171 0.7115
R2 0.7152 0.7152 0.7111
R1 0.7127 0.7127 0.7107 0.7118
PP 0.7108 0.7108 0.7108 0.7103
S1 0.7083 0.7083 0.7099 0.7074
S2 0.7064 0.7064 0.7095
S3 0.7020 0.7039 0.7091
S4 0.6976 0.6995 0.7079
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7559 0.7472 0.7188
R3 0.7423 0.7336 0.7150
R2 0.7287 0.7287 0.7138
R1 0.7200 0.7200 0.7125 0.7176
PP 0.7151 0.7151 0.7151 0.7139
S1 0.7064 0.7064 0.7101 0.7040
S2 0.7015 0.7015 0.7088
S3 0.6879 0.6928 0.7076
S4 0.6743 0.6792 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7221 0.7088 0.0133 1.9% 0.0059 0.8% 11% False True 24,543
10 0.7366 0.7088 0.0278 3.9% 0.0063 0.9% 5% False True 12,888
20 0.7383 0.7088 0.0295 4.2% 0.0062 0.9% 5% False True 6,831
40 0.7465 0.7088 0.0377 5.3% 0.0060 0.8% 4% False True 3,469
60 0.7485 0.7088 0.0397 5.6% 0.0056 0.8% 4% False True 2,320
80 0.7680 0.7088 0.0592 8.3% 0.0050 0.7% 3% False True 1,742
100 0.7680 0.7088 0.0592 8.3% 0.0044 0.6% 3% False True 1,394
120 0.7800 0.7088 0.0712 10.0% 0.0038 0.5% 2% False True 1,163
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7319
2.618 0.7247
1.618 0.7203
1.000 0.7176
0.618 0.7159
HIGH 0.7132
0.618 0.7115
0.500 0.7110
0.382 0.7105
LOW 0.7088
0.618 0.7061
1.000 0.7044
1.618 0.7017
2.618 0.6973
4.250 0.6901
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 0.7110 0.7146
PP 0.7108 0.7131
S1 0.7105 0.7117

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

View Archives - Comment on this page... - Back to Index of Symbols