CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 0.7202 0.7216 0.0014 0.2% 0.7365
High 0.7239 0.7247 0.0008 0.1% 0.7396
Low 0.7202 0.7213 0.0011 0.2% 0.7192
Close 0.7220 0.7226 0.0006 0.1% 0.7210
Range 0.0037 0.0034 -0.0003 -8.1% 0.0204
ATR 0.0062 0.0060 -0.0002 -3.2% 0.0000
Volume 136,112 112,294 -23,818 -17.5% 535,697
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7331 0.7312 0.7245
R3 0.7297 0.7278 0.7235
R2 0.7263 0.7263 0.7232
R1 0.7244 0.7244 0.7229 0.7254
PP 0.7229 0.7229 0.7229 0.7233
S1 0.7210 0.7210 0.7223 0.7220
S2 0.7195 0.7195 0.7220
S3 0.7161 0.7176 0.7217
S4 0.7127 0.7142 0.7207
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 0.7247 0.7179 0.0068 0.9% 0.0041 0.6% 69% True False 114,111
10 0.7396 0.7179 0.0217 3.0% 0.0054 0.7% 22% False False 108,299
20 0.7396 0.7179 0.0217 3.0% 0.0062 0.9% 22% False False 105,460
40 0.7396 0.7024 0.0372 5.1% 0.0061 0.8% 54% False False 105,583
60 0.7396 0.7024 0.0372 5.1% 0.0058 0.8% 54% False False 99,556
80 0.7396 0.7024 0.0372 5.1% 0.0060 0.8% 54% False False 83,045
100 0.7465 0.7024 0.0441 6.1% 0.0058 0.8% 46% False False 66,491
120 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 44% False False 55,414
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.7392
2.618 0.7336
1.618 0.7302
1.000 0.7281
0.618 0.7268
HIGH 0.7247
0.618 0.7234
0.500 0.7230
0.382 0.7226
LOW 0.7213
0.618 0.7192
1.000 0.7179
1.618 0.7158
2.618 0.7124
4.250 0.7069
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 0.7230 0.7223
PP 0.7229 0.7220
S1 0.7227 0.7217

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

View Archives - Comment on this page... - Back to Index of Symbols