CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 0.7340 0.7272 -0.0068 -0.9% 0.7237
High 0.7357 0.7272 -0.0085 -1.2% 0.7347
Low 0.7261 0.7192 -0.0069 -1.0% 0.7202
Close 0.7266 0.7222 -0.0044 -0.6% 0.7305
Range 0.0096 0.0080 -0.0016 -16.7% 0.0145
ATR 0.0068 0.0069 0.0001 1.2% 0.0000
Volume 81,895 136,185 54,290 66.3% 484,522
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7469 0.7425 0.7266
R3 0.7389 0.7345 0.7244
R2 0.7309 0.7309 0.7237
R1 0.7265 0.7265 0.7229 0.7247
PP 0.7229 0.7229 0.7229 0.7220
S1 0.7185 0.7185 0.7215 0.7167
S2 0.7149 0.7149 0.7207
S3 0.7069 0.7105 0.7200
S4 0.6989 0.7025 0.7178
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 0.7192 0.0204 2.8% 0.0066 0.9% 15% False True 102,487
10 0.7396 0.7192 0.0204 2.8% 0.0067 0.9% 15% False True 99,957
20 0.7396 0.7167 0.0229 3.2% 0.0067 0.9% 24% False False 101,940
40 0.7396 0.7024 0.0372 5.2% 0.0063 0.9% 53% False False 103,495
60 0.7396 0.7024 0.0372 5.2% 0.0060 0.8% 53% False False 97,782
80 0.7396 0.7024 0.0372 5.2% 0.0061 0.8% 53% False False 75,951
100 0.7465 0.7024 0.0441 6.1% 0.0060 0.8% 45% False False 60,788
120 0.7485 0.7024 0.0461 6.4% 0.0059 0.8% 43% False False 50,660
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 False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7481
1.618 0.7401
1.000 0.7352
0.618 0.7321
HIGH 0.7272
0.618 0.7241
0.500 0.7232
0.382 0.7223
LOW 0.7192
0.618 0.7143
1.000 0.7112
1.618 0.7063
2.618 0.6983
4.250 0.6852
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 0.7232 0.7294
PP 0.7229 0.7270
S1 0.7225 0.7246

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

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