CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 0.7214 0.7230 0.0016 0.2% 0.7269
High 0.7245 0.7236 -0.0009 -0.1% 0.7319
Low 0.7206 0.7211 0.0005 0.1% 0.7206
Close 0.7227 0.7233 0.0006 0.1% 0.7227
Range 0.0039 0.0025 -0.0014 -35.9% 0.0113
ATR 0.0057 0.0055 -0.0002 -4.0% 0.0000
Volume 68,867 59,122 -9,745 -14.2% 393,251
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7302 0.7292 0.7247
R3 0.7277 0.7267 0.7240
R2 0.7252 0.7252 0.7238
R1 0.7242 0.7242 0.7235 0.7247
PP 0.7227 0.7227 0.7227 0.7229
S1 0.7217 0.7217 0.7231 0.7222
S2 0.7202 0.7202 0.7228
S3 0.7177 0.7192 0.7226
S4 0.7152 0.7167 0.7219
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7590 0.7521 0.7289
R3 0.7477 0.7408 0.7258
R2 0.7364 0.7364 0.7248
R1 0.7295 0.7295 0.7237 0.7273
PP 0.7251 0.7251 0.7251 0.7240
S1 0.7182 0.7182 0.7217 0.7160
S2 0.7138 0.7138 0.7206
S3 0.7025 0.7069 0.7196
S4 0.6912 0.6956 0.7165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7319 0.7206 0.0113 1.6% 0.0046 0.6% 24% False False 77,314
10 0.7319 0.7146 0.0173 2.4% 0.0048 0.7% 50% False False 82,517
20 0.7319 0.7088 0.0231 3.2% 0.0056 0.8% 63% False False 63,836
40 0.7453 0.7088 0.0365 5.0% 0.0058 0.8% 40% False False 32,246
60 0.7485 0.7088 0.0397 5.5% 0.0057 0.8% 37% False False 21,513
80 0.7630 0.7088 0.0542 7.5% 0.0055 0.8% 27% False False 16,139
100 0.7680 0.7088 0.0592 8.2% 0.0048 0.7% 24% False False 12,912
120 0.7800 0.7088 0.0712 9.8% 0.0043 0.6% 20% False False 10,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.7342
2.618 0.7301
1.618 0.7276
1.000 0.7261
0.618 0.7251
HIGH 0.7236
0.618 0.7226
0.500 0.7224
0.382 0.7221
LOW 0.7211
0.618 0.7196
1.000 0.7186
1.618 0.7171
2.618 0.7146
4.250 0.7105
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 0.7230 0.7239
PP 0.7227 0.7237
S1 0.7224 0.7235

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

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