CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Oct-2018
Day Change Summary
Previous Current
25-Oct-2018 26-Oct-2018 Change Change % Previous Week
Open 0.7066 0.7080 0.0014 0.2% 0.7124
High 0.7103 0.7108 0.0005 0.1% 0.7129
Low 0.7061 0.7024 -0.0037 -0.5% 0.7024
Close 0.7088 0.7095 0.0007 0.1% 0.7095
Range 0.0042 0.0084 0.0042 100.0% 0.0105
ATR 0.0053 0.0055 0.0002 4.2% 0.0000
Volume 90,525 134,210 43,685 48.3% 494,117
Daily Pivots for day following 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7328 0.7295 0.7141
R3 0.7244 0.7211 0.7118
R2 0.7160 0.7160 0.7110
R1 0.7127 0.7127 0.7103 0.7144
PP 0.7076 0.7076 0.7076 0.7084
S1 0.7043 0.7043 0.7087 0.7060
S2 0.6992 0.6992 0.7080
S3 0.6908 0.6959 0.7072
S4 0.6824 0.6875 0.7049
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7398 0.7351 0.7153
R3 0.7293 0.7246 0.7124
R2 0.7188 0.7188 0.7114
R1 0.7141 0.7141 0.7105 0.7112
PP 0.7083 0.7083 0.7083 0.7068
S1 0.7036 0.7036 0.7085 0.7007
S2 0.6978 0.6978 0.7076
S3 0.6873 0.6931 0.7066
S4 0.6768 0.6826 0.7037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7129 0.7024 0.0105 1.5% 0.0051 0.7% 68% False True 98,823
10 0.7164 0.7024 0.0140 2.0% 0.0052 0.7% 51% False True 92,060
20 0.7243 0.7024 0.0219 3.1% 0.0055 0.8% 32% False True 94,489
40 0.7319 0.7024 0.0295 4.2% 0.0057 0.8% 24% False True 77,720
60 0.7453 0.7024 0.0429 6.0% 0.0057 0.8% 17% False True 52,009
80 0.7485 0.7024 0.0461 6.5% 0.0057 0.8% 15% False True 39,018
100 0.7679 0.7024 0.0655 9.2% 0.0055 0.8% 11% False True 31,218
120 0.7680 0.7024 0.0656 9.2% 0.0049 0.7% 11% False True 26,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7328
1.618 0.7244
1.000 0.7192
0.618 0.7160
HIGH 0.7108
0.618 0.7076
0.500 0.7066
0.382 0.7056
LOW 0.7024
0.618 0.6972
1.000 0.6940
1.618 0.6888
2.618 0.6804
4.250 0.6667
Fisher Pivots for day following 26-Oct-2018
Pivot 1 day 3 day
R1 0.7085 0.7086
PP 0.7076 0.7076
S1 0.7066 0.7067

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

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