CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 0.7115 0.7104 -0.0011 -0.2% 0.7113
High 0.7155 0.7154 -0.0001 0.0% 0.7164
Low 0.7101 0.7092 -0.0009 -0.1% 0.7092
Close 0.7110 0.7122 0.0012 0.2% 0.7122
Range 0.0054 0.0062 0.0008 14.8% 0.0072
ATR 0.0056 0.0056 0.0000 0.8% 0.0000
Volume 103,115 97,939 -5,176 -5.0% 426,485
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7309 0.7277 0.7156
R3 0.7247 0.7215 0.7139
R2 0.7185 0.7185 0.7133
R1 0.7153 0.7153 0.7128 0.7169
PP 0.7123 0.7123 0.7123 0.7131
S1 0.7091 0.7091 0.7116 0.7107
S2 0.7061 0.7061 0.7111
S3 0.6999 0.7029 0.7105
S4 0.6937 0.6967 0.7088
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7342 0.7304 0.7162
R3 0.7270 0.7232 0.7142
R2 0.7198 0.7198 0.7135
R1 0.7160 0.7160 0.7129 0.7179
PP 0.7126 0.7126 0.7126 0.7136
S1 0.7088 0.7088 0.7115 0.7107
S2 0.7054 0.7054 0.7109
S3 0.6982 0.7016 0.7102
S4 0.6910 0.6944 0.7082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7164 0.7092 0.0072 1.0% 0.0052 0.7% 42% False True 85,297
10 0.7164 0.7045 0.0119 1.7% 0.0055 0.8% 65% False False 95,738
20 0.7319 0.7045 0.0274 3.8% 0.0054 0.8% 28% False False 89,446
40 0.7366 0.7045 0.0321 4.5% 0.0059 0.8% 24% False False 65,482
60 0.7453 0.7045 0.0408 5.7% 0.0056 0.8% 19% False False 43,779
80 0.7485 0.7045 0.0440 6.2% 0.0057 0.8% 18% False False 32,843
100 0.7680 0.7045 0.0635 8.9% 0.0054 0.8% 12% False False 26,277
120 0.7680 0.7045 0.0635 8.9% 0.0048 0.7% 12% False False 21,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7418
2.618 0.7316
1.618 0.7254
1.000 0.7216
0.618 0.7192
HIGH 0.7154
0.618 0.7130
0.500 0.7123
0.382 0.7116
LOW 0.7092
0.618 0.7054
1.000 0.7030
1.618 0.6992
2.618 0.6930
4.250 0.6829
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 0.7123 0.7128
PP 0.7123 0.7126
S1 0.7122 0.7124

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

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