CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Dec-2018
Day Change Summary
Previous Current
06-Dec-2018 07-Dec-2018 Change Change % Previous Week
Open 0.7272 0.7233 -0.0039 -0.5% 0.7365
High 0.7272 0.7243 -0.0029 -0.4% 0.7396
Low 0.7192 0.7197 0.0005 0.1% 0.7192
Close 0.7222 0.7210 -0.0012 -0.2% 0.7210
Range 0.0080 0.0046 -0.0034 -42.5% 0.0204
ATR 0.0069 0.0067 -0.0002 -2.4% 0.0000
Volume 136,185 103,832 -32,353 -23.8% 535,697
Daily Pivots for day following 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7355 0.7328 0.7235
R3 0.7309 0.7282 0.7223
R2 0.7263 0.7263 0.7218
R1 0.7236 0.7236 0.7214 0.7227
PP 0.7217 0.7217 0.7217 0.7212
S1 0.7190 0.7190 0.7206 0.7181
S2 0.7171 0.7171 0.7202
S3 0.7125 0.7144 0.7197
S4 0.7079 0.7098 0.7185
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7878 0.7748 0.7322
R3 0.7674 0.7544 0.7266
R2 0.7470 0.7470 0.7247
R1 0.7340 0.7340 0.7229 0.7303
PP 0.7266 0.7266 0.7266 0.7248
S1 0.7136 0.7136 0.7191 0.7099
S2 0.7062 0.7062 0.7173
S3 0.6858 0.6932 0.7154
S4 0.6654 0.6728 0.7098
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% 0.0067 0.9% 9% False False 107,139
10 0.7396 0.7192 0.0204 2.8% 0.0067 0.9% 9% False False 102,021
20 0.7396 0.7167 0.0229 3.2% 0.0066 0.9% 19% False False 102,084
40 0.7396 0.7024 0.0372 5.2% 0.0062 0.9% 50% False False 101,823
60 0.7396 0.7024 0.0372 5.2% 0.0060 0.8% 50% False False 98,148
80 0.7396 0.7024 0.0372 5.2% 0.0061 0.8% 50% False False 77,242
100 0.7465 0.7024 0.0441 6.1% 0.0060 0.8% 42% False False 61,826
120 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 40% False False 51,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7363
1.618 0.7317
1.000 0.7289
0.618 0.7271
HIGH 0.7243
0.618 0.7225
0.500 0.7220
0.382 0.7215
LOW 0.7197
0.618 0.7169
1.000 0.7151
1.618 0.7123
2.618 0.7077
4.250 0.7002
Fisher Pivots for day following 07-Dec-2018
Pivot 1 day 3 day
R1 0.7220 0.7275
PP 0.7217 0.7253
S1 0.7213 0.7232

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

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