CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.7223 0.7177 -0.0046 -0.6% 0.7186
High 0.7229 0.7186 -0.0043 -0.6% 0.7247
Low 0.7152 0.7169 0.0017 0.2% 0.7152
Close 0.7178 0.7185 0.0007 0.1% 0.7178
Range 0.0077 0.0017 -0.0060 -77.9% 0.0095
ATR 0.0061 0.0058 -0.0003 -5.2% 0.0000
Volume 24,016 4,296 -19,720 -82.1% 490,740
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7231 0.7225 0.7194
R3 0.7214 0.7208 0.7190
R2 0.7197 0.7197 0.7188
R1 0.7191 0.7191 0.7187 0.7194
PP 0.7180 0.7180 0.7180 0.7182
S1 0.7174 0.7174 0.7183 0.7177
S2 0.7163 0.7163 0.7182
S3 0.7146 0.7157 0.7180
S4 0.7129 0.7140 0.7176
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7477 0.7423 0.7230
R3 0.7382 0.7328 0.7204
R2 0.7287 0.7287 0.7195
R1 0.7233 0.7233 0.7187 0.7213
PP 0.7192 0.7192 0.7192 0.7182
S1 0.7138 0.7138 0.7169 0.7118
S2 0.7097 0.7097 0.7161
S3 0.7002 0.7043 0.7152
S4 0.6907 0.6948 0.7126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7247 0.7152 0.0095 1.3% 0.0041 0.6% 35% False False 80,038
10 0.7395 0.7152 0.0243 3.4% 0.0054 0.8% 14% False False 91,228
20 0.7396 0.7152 0.0244 3.4% 0.0059 0.8% 14% False False 94,241
40 0.7396 0.7024 0.0372 5.2% 0.0061 0.8% 43% False False 101,264
60 0.7396 0.7024 0.0372 5.2% 0.0058 0.8% 43% False False 97,325
80 0.7396 0.7024 0.0372 5.2% 0.0060 0.8% 43% False False 83,373
100 0.7453 0.7024 0.0429 6.0% 0.0058 0.8% 38% False False 66,773
120 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 35% False False 55,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 0.7258
2.618 0.7231
1.618 0.7214
1.000 0.7203
0.618 0.7197
HIGH 0.7186
0.618 0.7180
0.500 0.7178
0.382 0.7175
LOW 0.7169
0.618 0.7158
1.000 0.7152
1.618 0.7141
2.618 0.7124
4.250 0.7097
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.7183 0.7200
PP 0.7180 0.7195
S1 0.7178 0.7190

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

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