CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 0.7430 0.7371 -0.0059 -0.8% 0.7399
High 0.7453 0.7377 -0.0076 -1.0% 0.7453
Low 0.7378 0.7288 -0.0090 -1.2% 0.7288
Close 0.7388 0.7293 -0.0095 -1.3% 0.7293
Range 0.0075 0.0089 0.0014 18.7% 0.0165
ATR 0.0055 0.0058 0.0003 5.9% 0.0000
Volume 192 355 163 84.9% 651
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7586 0.7529 0.7342
R3 0.7497 0.7440 0.7317
R2 0.7408 0.7408 0.7309
R1 0.7351 0.7351 0.7301 0.7335
PP 0.7319 0.7319 0.7319 0.7312
S1 0.7262 0.7262 0.7285 0.7246
S2 0.7230 0.7230 0.7277
S3 0.7141 0.7173 0.7269
S4 0.7052 0.7084 0.7244
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7840 0.7731 0.7384
R3 0.7675 0.7566 0.7338
R2 0.7510 0.7510 0.7323
R1 0.7401 0.7401 0.7308 0.7373
PP 0.7345 0.7345 0.7345 0.7331
S1 0.7236 0.7236 0.7278 0.7208
S2 0.7180 0.7180 0.7263
S3 0.7015 0.7071 0.7248
S4 0.6850 0.6906 0.7202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7453 0.7288 0.0165 2.3% 0.0059 0.8% 3% False True 130
10 0.7453 0.7288 0.0165 2.3% 0.0048 0.7% 3% False True 97
20 0.7465 0.7288 0.0177 2.4% 0.0057 0.8% 3% False True 71
40 0.7485 0.7288 0.0197 2.7% 0.0052 0.7% 3% False True 46
60 0.7680 0.7288 0.0392 5.4% 0.0046 0.6% 1% False True 33
80 0.7736 0.7288 0.0448 6.1% 0.0038 0.5% 1% False True 26
100 0.7800 0.7288 0.0512 7.0% 0.0034 0.5% 1% False True 22
120 0.7902 0.7288 0.0614 8.4% 0.0032 0.4% 1% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7610
1.618 0.7521
1.000 0.7466
0.618 0.7432
HIGH 0.7377
0.618 0.7343
0.500 0.7333
0.382 0.7322
LOW 0.7288
0.618 0.7233
1.000 0.7199
1.618 0.7144
2.618 0.7055
4.250 0.6910
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 0.7333 0.7371
PP 0.7319 0.7345
S1 0.7306 0.7319

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

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