CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 09-Oct-2018
Day Change Summary
Previous Current
08-Oct-2018 09-Oct-2018 Change Change % Previous Week
Open 0.7057 0.7083 0.0026 0.4% 0.7230
High 0.7086 0.7109 0.0023 0.3% 0.7243
Low 0.7045 0.7058 0.0013 0.2% 0.7047
Close 0.7083 0.7105 0.0022 0.3% 0.7056
Range 0.0041 0.0051 0.0010 24.4% 0.0196
ATR 0.0057 0.0056 0.0000 -0.7% 0.0000
Volume 71,382 92,255 20,873 29.2% 438,287
Daily Pivots for day following 09-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7244 0.7225 0.7133
R3 0.7193 0.7174 0.7119
R2 0.7142 0.7142 0.7114
R1 0.7123 0.7123 0.7110 0.7133
PP 0.7091 0.7091 0.7091 0.7095
S1 0.7072 0.7072 0.7100 0.7082
S2 0.7040 0.7040 0.7096
S3 0.6989 0.7021 0.7091
S4 0.6938 0.6970 0.7077
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 0.7202 0.7045 0.0157 2.2% 0.0056 0.8% 38% False False 90,750
10 0.7319 0.7045 0.0274 3.9% 0.0056 0.8% 22% False False 87,070
20 0.7319 0.7045 0.0274 3.9% 0.0055 0.8% 22% False False 84,732
40 0.7383 0.7045 0.0338 4.8% 0.0059 0.8% 18% False False 45,782
60 0.7465 0.7045 0.0420 5.9% 0.0058 0.8% 14% False False 30,557
80 0.7485 0.7045 0.0440 6.2% 0.0056 0.8% 14% False False 22,923
100 0.7680 0.7045 0.0635 8.9% 0.0051 0.7% 9% False False 18,340
120 0.7680 0.7045 0.0635 8.9% 0.0045 0.6% 9% False False 15,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7326
2.618 0.7243
1.618 0.7192
1.000 0.7160
0.618 0.7141
HIGH 0.7109
0.618 0.7090
0.500 0.7084
0.382 0.7077
LOW 0.7058
0.618 0.7026
1.000 0.7007
1.618 0.6975
2.618 0.6924
4.250 0.6841
Fisher Pivots for day following 09-Oct-2018
Pivot 1 day 3 day
R1 0.7098 0.7096
PP 0.7091 0.7086
S1 0.7084 0.7077

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

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