CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	0.7365	0.7359	-0.0006	-0.1%	0.7237
High	0.7396	0.7395	-0.0001	0.0%	0.7347
Low	0.7349	0.7328	-0.0021	-0.3%	0.7202
Close	0.7351	0.7340	-0.0011	-0.1%	0.7305
Range	0.0047	0.0067	0.0020	42.6%	0.0145
ATR	0.0066	0.0066	0.0000	0.1%	0.0000
Volume	118,449	95,336	-23,113	-19.5%	484,522

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7515	0.7377
R3	0.7488	0.7448	0.7358
R2	0.7421	0.7421	0.7352
R1	0.7381	0.7381	0.7346	0.7368
PP	0.7354	0.7354	0.7354	0.7348
S1	0.7314	0.7314	0.7334	0.7301
S2	0.7287	0.7287	0.7328
S3	0.7220	0.7247	0.7322
S4	0.7153	0.7180	0.7303

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	0.7223	0.0173	2.4%	0.0062	0.9%	68%	False	False	106,660
10	0.7396	0.7202	0.0194	2.6%	0.0066	0.9%	71%	False	False	99,155
20	0.7396	0.7167	0.0229	3.1%	0.0064	0.9%	76%	False	False	100,498
40	0.7396	0.7024	0.0372	5.1%	0.0062	0.8%	85%	False	False	102,991
60	0.7396	0.7024	0.0372	5.1%	0.0059	0.8%	85%	False	False	96,530
80	0.7396	0.7024	0.0372	5.1%	0.0060	0.8%	85%	False	False	73,242
100	0.7465	0.7024	0.0441	6.0%	0.0059	0.8%	72%	False	False	58,608
120	0.7485	0.7024	0.0461	6.3%	0.0057	0.8%	69%	False	False	48,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7680
2.618	0.7570
1.618	0.7503
1.000	0.7462
0.618	0.7436
HIGH	0.7395
0.618	0.7369
0.500	0.7362
0.382	0.7354
LOW	0.7328
0.618	0.7287
1.000	0.7261
1.618	0.7220
2.618	0.7153
4.250	0.7043

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	0.7362	0.7342
PP	0.7354	0.7341
S1	0.7347	0.7341

Download as Excel Spreadsheet

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

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