CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 0.7176 0.7221 0.0045 0.6% 0.7196
High 0.7227 0.7256 0.0029 0.4% 0.7306
Low 0.7167 0.7191 0.0024 0.3% 0.7187
Close 0.7206 0.7249 0.0043 0.6% 0.7230
Range 0.0060 0.0065 0.0005 8.3% 0.0119
ATR 0.0060 0.0060 0.0000 0.6% 0.0000
Volume 109,130 118,883 9,753 8.9% 464,135
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7427 0.7403 0.7285
R3 0.7362 0.7338 0.7267
R2 0.7297 0.7297 0.7261
R1 0.7273 0.7273 0.7255 0.7285
PP 0.7232 0.7232 0.7232 0.7238
S1 0.7208 0.7208 0.7243 0.7220
S2 0.7167 0.7167 0.7237
S3 0.7102 0.7143 0.7231
S4 0.7037 0.7078 0.7213
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7598 0.7533 0.7295
R3 0.7479 0.7414 0.7263
R2 0.7360 0.7360 0.7252
R1 0.7295 0.7295 0.7241 0.7327
PP 0.7241 0.7241 0.7241 0.7257
S1 0.7176 0.7176 0.7219 0.7209
S2 0.7122 0.7122 0.7208
S3 0.7003 0.7057 0.7197
S4 0.6884 0.6938 0.7165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7306 0.7167 0.0139 1.9% 0.0059 0.8% 59% False False 100,033
10 0.7306 0.7077 0.0229 3.2% 0.0068 0.9% 75% False False 110,269
20 0.7306 0.7024 0.0282 3.9% 0.0061 0.8% 80% False False 105,706
40 0.7319 0.7024 0.0295 4.1% 0.0056 0.8% 76% False False 96,604
60 0.7371 0.7024 0.0347 4.8% 0.0060 0.8% 65% False False 75,574
80 0.7465 0.7024 0.0441 6.1% 0.0058 0.8% 51% False False 56,749
100 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 49% False False 45,405
120 0.7680 0.7024 0.0656 9.0% 0.0055 0.8% 34% False False 37,840
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 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7532
2.618 0.7426
1.618 0.7361
1.000 0.7321
0.618 0.7296
HIGH 0.7256
0.618 0.7231
0.500 0.7224
0.382 0.7216
LOW 0.7191
0.618 0.7151
1.000 0.7126
1.618 0.7086
2.618 0.7021
4.250 0.6915
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 0.7241 0.7237
PP 0.7232 0.7224
S1 0.7224 0.7212

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

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