CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.7122 0.7175 0.0053 0.7% 0.7188
High 0.7186 0.7232 0.0046 0.6% 0.7238
Low 0.7097 0.7171 0.0074 1.0% 0.7102
Close 0.7181 0.7197 0.0016 0.2% 0.7113
Range 0.0089 0.0061 -0.0028 -31.5% 0.0136
ATR 0.0063 0.0063 0.0000 -0.3% 0.0000
Volume 73,177 81,866 8,689 11.9% 34,060
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7383 0.7351 0.7231
R3 0.7322 0.7290 0.7214
R2 0.7261 0.7261 0.7208
R1 0.7229 0.7229 0.7203 0.7245
PP 0.7200 0.7200 0.7200 0.7208
S1 0.7168 0.7168 0.7191 0.7184
S2 0.7139 0.7139 0.7186
S3 0.7078 0.7107 0.7180
S4 0.7017 0.7046 0.7163
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 0.7232 0.7088 0.0144 2.0% 0.0065 0.9% 76% True False 53,274
10 0.7315 0.7088 0.0227 3.2% 0.0067 0.9% 48% False False 28,208
20 0.7383 0.7088 0.0295 4.1% 0.0065 0.9% 37% False False 14,523
40 0.7465 0.7088 0.0377 5.2% 0.0061 0.8% 29% False False 7,343
60 0.7485 0.7088 0.0397 5.5% 0.0057 0.8% 27% False False 4,903
80 0.7680 0.7088 0.0592 8.2% 0.0052 0.7% 18% False False 3,680
100 0.7680 0.7088 0.0592 8.2% 0.0045 0.6% 18% False False 2,945
120 0.7800 0.7088 0.0712 9.9% 0.0039 0.5% 15% False False 2,455
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7392
1.618 0.7331
1.000 0.7293
0.618 0.7270
HIGH 0.7232
0.618 0.7209
0.500 0.7202
0.382 0.7194
LOW 0.7171
0.618 0.7133
1.000 0.7110
1.618 0.7072
2.618 0.7011
4.250 0.6912
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.7202 0.7185
PP 0.7200 0.7172
S1 0.7199 0.7160

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

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