CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 0.7365 0.7359 -0.0006 -0.1% 0.7237
High 0.7396 0.7395 -0.0001 0.0% 0.7347
Low 0.7349 0.7328 -0.0021 -0.3% 0.7202
Close 0.7351 0.7340 -0.0011 -0.1% 0.7305
Range 0.0047 0.0067 0.0020 42.6% 0.0145
ATR 0.0066 0.0066 0.0000 0.1% 0.0000
Volume 118,449 95,336 -23,113 -19.5% 484,522
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7555 0.7515 0.7377
R3 0.7488 0.7448 0.7358
R2 0.7421 0.7421 0.7352
R1 0.7381 0.7381 0.7346 0.7368
PP 0.7354 0.7354 0.7354 0.7348
S1 0.7314 0.7314 0.7334 0.7301
S2 0.7287 0.7287 0.7328
S3 0.7220 0.7247 0.7322
S4 0.7153 0.7180 0.7303
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7720 0.7657 0.7385
R3 0.7575 0.7512 0.7345
R2 0.7430 0.7430 0.7332
R1 0.7367 0.7367 0.7318 0.7398
PP 0.7285 0.7285 0.7285 0.7300
S1 0.7222 0.7222 0.7292 0.7254
S2 0.7140 0.7140 0.7278
S3 0.6995 0.7077 0.7265
S4 0.6850 0.6932 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7396 0.7223 0.0173 2.4% 0.0062 0.9% 68% False False 106,660
10 0.7396 0.7202 0.0194 2.6% 0.0066 0.9% 71% False False 99,155
20 0.7396 0.7167 0.0229 3.1% 0.0064 0.9% 76% False False 100,498
40 0.7396 0.7024 0.0372 5.1% 0.0062 0.8% 85% False False 102,991
60 0.7396 0.7024 0.0372 5.1% 0.0059 0.8% 85% False False 96,530
80 0.7396 0.7024 0.0372 5.1% 0.0060 0.8% 85% False False 73,242
100 0.7465 0.7024 0.0441 6.0% 0.0059 0.8% 72% False False 58,608
120 0.7485 0.7024 0.0461 6.3% 0.0057 0.8% 69% False False 48,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7570
1.618 0.7503
1.000 0.7462
0.618 0.7436
HIGH 0.7395
0.618 0.7369
0.500 0.7362
0.382 0.7354
LOW 0.7328
0.618 0.7287
1.000 0.7261
1.618 0.7220
2.618 0.7153
4.250 0.7043
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 0.7362 0.7342
PP 0.7354 0.7341
S1 0.7347 0.7341

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

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