CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Oct-2018
Day Change Summary
Previous Current
16-Oct-2018 17-Oct-2018 Change Change % Previous Week
Open 0.7142 0.7148 0.0006 0.1% 0.7057
High 0.7156 0.7164 0.0008 0.1% 0.7144
Low 0.7116 0.7110 -0.0006 -0.1% 0.7045
Close 0.7143 0.7121 -0.0022 -0.3% 0.7110
Range 0.0040 0.0054 0.0014 35.0% 0.0099
ATR 0.0056 0.0056 0.0000 -0.3% 0.0000
Volume 75,375 83,323 7,948 10.5% 530,898
Daily Pivots for day following 17-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7294 0.7261 0.7151
R3 0.7240 0.7207 0.7136
R2 0.7186 0.7186 0.7131
R1 0.7153 0.7153 0.7126 0.7143
PP 0.7132 0.7132 0.7132 0.7126
S1 0.7099 0.7099 0.7116 0.7088
S2 0.7078 0.7078 0.7111
S3 0.7024 0.7045 0.7106
S4 0.6970 0.6991 0.7091
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7397 0.7352 0.7164
R3 0.7298 0.7253 0.7137
R2 0.7199 0.7199 0.7128
R1 0.7154 0.7154 0.7119 0.7177
PP 0.7100 0.7100 0.7100 0.7111
S1 0.7055 0.7055 0.7101 0.7078
S2 0.7001 0.7001 0.7092
S3 0.6902 0.6956 0.7083
S4 0.6803 0.6857 0.7056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7164 0.7059 0.0105 1.5% 0.0051 0.7% 59% True False 97,409
10 0.7164 0.7045 0.0119 1.7% 0.0053 0.7% 64% True False 94,822
20 0.7319 0.7045 0.0274 3.8% 0.0052 0.7% 28% False False 87,503
40 0.7371 0.7045 0.0326 4.6% 0.0059 0.8% 23% False False 60,508
60 0.7465 0.7045 0.0420 5.9% 0.0057 0.8% 18% False False 40,430
80 0.7485 0.7045 0.0440 6.2% 0.0057 0.8% 17% False False 30,330
100 0.7680 0.7045 0.0635 8.9% 0.0054 0.8% 12% False False 24,267
120 0.7680 0.7045 0.0635 8.9% 0.0047 0.7% 12% False False 20,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7394
2.618 0.7305
1.618 0.7251
1.000 0.7218
0.618 0.7197
HIGH 0.7164
0.618 0.7143
0.500 0.7137
0.382 0.7131
LOW 0.7110
0.618 0.7077
1.000 0.7056
1.618 0.7023
2.618 0.6969
4.250 0.6880
Fisher Pivots for day following 17-Oct-2018
Pivot 1 day 3 day
R1 0.7137 0.7134
PP 0.7132 0.7129
S1 0.7126 0.7125

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

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