CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.7293 0.7208 -0.0085 -1.2% 0.7219
High 0.7303 0.7280 -0.0023 -0.3% 0.7341
Low 0.7214 0.7205 -0.0009 -0.1% 0.7167
Close 0.7221 0.7266 0.0045 0.6% 0.7334
Range 0.0089 0.0075 -0.0014 -15.7% 0.0174
ATR 0.0064 0.0065 0.0001 1.2% 0.0000
Volume 118,189 91,869 -26,320 -22.3% 555,393
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7475 0.7446 0.7307
R3 0.7400 0.7371 0.7287
R2 0.7325 0.7325 0.7280
R1 0.7296 0.7296 0.7273 0.7310
PP 0.7250 0.7250 0.7250 0.7258
S1 0.7221 0.7221 0.7259 0.7236
S2 0.7175 0.7175 0.7252
S3 0.7100 0.7146 0.7245
S4 0.7025 0.7071 0.7225
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 0.7205 0.0136 1.9% 0.0074 1.0% 45% False True 107,814
10 0.7341 0.7167 0.0174 2.4% 0.0067 0.9% 57% False False 103,923
20 0.7341 0.7024 0.0317 4.4% 0.0067 0.9% 76% False False 109,138
40 0.7341 0.7024 0.0317 4.4% 0.0060 0.8% 76% False False 100,013
60 0.7349 0.7024 0.0325 4.5% 0.0060 0.8% 74% False False 84,477
80 0.7453 0.7024 0.0429 5.9% 0.0059 0.8% 56% False False 63,485
100 0.7485 0.7024 0.0461 6.3% 0.0059 0.8% 52% False False 50,795
120 0.7680 0.7024 0.0656 9.0% 0.0056 0.8% 37% False False 42,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7599
2.618 0.7476
1.618 0.7401
1.000 0.7355
0.618 0.7326
HIGH 0.7280
0.618 0.7251
0.500 0.7243
0.382 0.7234
LOW 0.7205
0.618 0.7159
1.000 0.7130
1.618 0.7084
2.618 0.7009
4.250 0.6886
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.7258 0.7267
PP 0.7250 0.7267
S1 0.7243 0.7266

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

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