CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 0.7192 0.7202 0.0010 0.1% 0.7365
High 0.7226 0.7239 0.0013 0.2% 0.7396
Low 0.7186 0.7202 0.0016 0.2% 0.7192
Close 0.7207 0.7220 0.0013 0.2% 0.7210
Range 0.0040 0.0037 -0.0003 -7.5% 0.0204
ATR 0.0064 0.0062 -0.0002 -3.0% 0.0000
Volume 123,473 136,112 12,639 10.2% 535,697
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7331 0.7313 0.7240
R3 0.7294 0.7276 0.7230
R2 0.7257 0.7257 0.7227
R1 0.7239 0.7239 0.7223 0.7248
PP 0.7220 0.7220 0.7220 0.7225
S1 0.7202 0.7202 0.7217 0.7211
S2 0.7183 0.7183 0.7213
S3 0.7146 0.7165 0.7210
S4 0.7109 0.7128 0.7200
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 0.7272 0.7179 0.0093 1.3% 0.0050 0.7% 44% False False 118,889
10 0.7396 0.7179 0.0217 3.0% 0.0055 0.8% 19% False False 109,538
20 0.7396 0.7179 0.0217 3.0% 0.0064 0.9% 19% False False 105,789
40 0.7396 0.7024 0.0372 5.2% 0.0062 0.9% 53% False False 104,859
60 0.7396 0.7024 0.0372 5.2% 0.0059 0.8% 53% False False 99,339
80 0.7396 0.7024 0.0372 5.2% 0.0060 0.8% 53% False False 81,655
100 0.7465 0.7024 0.0441 6.1% 0.0059 0.8% 44% False False 65,368
120 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 43% False False 54,478
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7396
2.618 0.7336
1.618 0.7299
1.000 0.7276
0.618 0.7262
HIGH 0.7239
0.618 0.7225
0.500 0.7221
0.382 0.7216
LOW 0.7202
0.618 0.7179
1.000 0.7165
1.618 0.7142
2.618 0.7105
4.250 0.7045
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 0.7221 0.7216
PP 0.7220 0.7213
S1 0.7220 0.7209

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

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