CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 0.7082 0.7057 -0.0025 -0.4% 0.7230
High 0.7092 0.7086 -0.0006 -0.1% 0.7243
Low 0.7047 0.7045 -0.0002 0.0% 0.7047
Close 0.7056 0.7083 0.0027 0.4% 0.7056
Range 0.0045 0.0041 -0.0004 -8.9% 0.0196
ATR 0.0058 0.0057 -0.0001 -2.1% 0.0000
Volume 97,947 71,382 -26,565 -27.1% 438,287
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7194 0.7180 0.7106
R3 0.7153 0.7139 0.7094
R2 0.7112 0.7112 0.7091
R1 0.7098 0.7098 0.7087 0.7105
PP 0.7071 0.7071 0.7071 0.7075
S1 0.7057 0.7057 0.7079 0.7064
S2 0.7030 0.7030 0.7075
S3 0.6989 0.7016 0.7072
S4 0.6948 0.6975 0.7060
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7703 0.7576 0.7164
R3 0.7507 0.7380 0.7110
R2 0.7311 0.7311 0.7092
R1 0.7184 0.7184 0.7074 0.7150
PP 0.7115 0.7115 0.7115 0.7098
S1 0.6988 0.6988 0.7038 0.6954
S2 0.6919 0.6919 0.7020
S3 0.6723 0.6792 0.7002
S4 0.6527 0.6596 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7243 0.7045 0.0198 2.8% 0.0061 0.9% 19% False True 90,109
10 0.7319 0.7045 0.0274 3.9% 0.0053 0.8% 14% False True 83,711
20 0.7319 0.7045 0.0274 3.9% 0.0055 0.8% 14% False True 83,609
40 0.7383 0.7045 0.0338 4.8% 0.0058 0.8% 11% False True 43,494
60 0.7465 0.7045 0.0420 5.9% 0.0058 0.8% 9% False True 29,019
80 0.7485 0.7045 0.0440 6.2% 0.0055 0.8% 9% False True 21,770
100 0.7680 0.7045 0.0635 9.0% 0.0051 0.7% 6% False True 17,417
120 0.7736 0.7045 0.0691 9.8% 0.0045 0.6% 5% False True 14,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7260
2.618 0.7193
1.618 0.7152
1.000 0.7127
0.618 0.7111
HIGH 0.7086
0.618 0.7070
0.500 0.7066
0.382 0.7061
LOW 0.7045
0.618 0.7020
1.000 0.7004
1.618 0.6979
2.618 0.6938
4.250 0.6871
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 0.7077 0.7082
PP 0.7071 0.7081
S1 0.7066 0.7081

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

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