CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.7318 0.7293 -0.0025 -0.3% 0.7219
High 0.7329 0.7303 -0.0026 -0.4% 0.7341
Low 0.7280 0.7214 -0.0066 -0.9% 0.7167
Close 0.7293 0.7221 -0.0072 -1.0% 0.7334
Range 0.0049 0.0089 0.0040 81.6% 0.0174
ATR 0.0062 0.0064 0.0002 3.1% 0.0000
Volume 76,326 118,189 41,863 54.8% 555,393
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7513 0.7456 0.7270
R3 0.7424 0.7367 0.7245
R2 0.7335 0.7335 0.7237
R1 0.7278 0.7278 0.7229 0.7262
PP 0.7246 0.7246 0.7246 0.7238
S1 0.7189 0.7189 0.7213 0.7173
S2 0.7157 0.7157 0.7205
S3 0.7068 0.7100 0.7197
S4 0.6979 0.7011 0.7172
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7803 0.7742 0.7430
R3 0.7629 0.7568 0.7382
R2 0.7455 0.7455 0.7366
R1 0.7394 0.7394 0.7350 0.7425
PP 0.7281 0.7281 0.7281 0.7296
S1 0.7220 0.7220 0.7318 0.7251
S2 0.7107 0.7107 0.7302
S3 0.6933 0.7046 0.7286
S4 0.6759 0.6872 0.7238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7341 0.7191 0.0150 2.1% 0.0072 1.0% 20% False False 113,217
10 0.7341 0.7167 0.0174 2.4% 0.0068 0.9% 31% False False 106,731
20 0.7341 0.7024 0.0317 4.4% 0.0065 0.9% 62% False False 109,125
40 0.7341 0.7024 0.0317 4.4% 0.0060 0.8% 62% False False 100,618
60 0.7366 0.7024 0.0342 4.7% 0.0060 0.8% 58% False False 82,959
80 0.7453 0.7024 0.0429 5.9% 0.0059 0.8% 46% False False 62,337
100 0.7485 0.7024 0.0461 6.4% 0.0059 0.8% 43% False False 49,877
120 0.7680 0.7024 0.0656 9.1% 0.0056 0.8% 30% False False 41,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7536
1.618 0.7447
1.000 0.7392
0.618 0.7358
HIGH 0.7303
0.618 0.7269
0.500 0.7259
0.382 0.7248
LOW 0.7214
0.618 0.7159
1.000 0.7125
1.618 0.7070
2.618 0.6981
4.250 0.6836
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.7259 0.7278
PP 0.7246 0.7259
S1 0.7234 0.7240

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

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