CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.7124 0.7087 -0.0037 -0.5% 0.7113
High 0.7129 0.7094 -0.0035 -0.5% 0.7164
Low 0.7080 0.7059 -0.0021 -0.3% 0.7092
Close 0.7087 0.7089 0.0002 0.0% 0.7122
Range 0.0049 0.0035 -0.0014 -28.6% 0.0072
ATR 0.0056 0.0054 -0.0001 -2.7% 0.0000
Volume 81,872 95,891 14,019 17.1% 426,485
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7186 0.7172 0.7108
R3 0.7151 0.7137 0.7099
R2 0.7116 0.7116 0.7095
R1 0.7102 0.7102 0.7092 0.7109
PP 0.7081 0.7081 0.7081 0.7084
S1 0.7067 0.7067 0.7086 0.7074
S2 0.7046 0.7046 0.7083
S3 0.7011 0.7032 0.7079
S4 0.6976 0.6997 0.7070
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 0.7059 0.0105 1.5% 0.0051 0.7% 29% False True 92,428
10 0.7164 0.7047 0.0117 1.7% 0.0054 0.8% 36% False False 97,150
20 0.7319 0.7045 0.0274 3.9% 0.0055 0.8% 16% False False 92,110
40 0.7366 0.7045 0.0321 4.5% 0.0057 0.8% 14% False False 69,875
60 0.7453 0.7045 0.0408 5.8% 0.0056 0.8% 11% False False 46,741
80 0.7485 0.7045 0.0440 6.2% 0.0057 0.8% 10% False False 35,065
100 0.7680 0.7045 0.0635 9.0% 0.0054 0.8% 7% False False 28,055
120 0.7680 0.7045 0.0635 9.0% 0.0048 0.7% 7% False False 23,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7243
2.618 0.7186
1.618 0.7151
1.000 0.7129
0.618 0.7116
HIGH 0.7094
0.618 0.7081
0.500 0.7077
0.382 0.7072
LOW 0.7059
0.618 0.7037
1.000 0.7024
1.618 0.7002
2.618 0.6967
4.250 0.6910
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.7085 0.7107
PP 0.7081 0.7101
S1 0.7077 0.7095

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

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