CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 0.7345 0.7367 0.0022 0.3% 0.7298
High 0.7383 0.7371 -0.0012 -0.2% 0.7321
Low 0.7337 0.7338 0.0001 0.0% 0.7207
Close 0.7368 0.7348 -0.0020 -0.3% 0.7321
Range 0.0046 0.0033 -0.0013 -28.3% 0.0114
ATR 0.0055 0.0054 -0.0002 -2.9% 0.0000
Volume 1,071 337 -734 -68.5% 3,198
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7451 0.7433 0.7366
R3 0.7418 0.7400 0.7357
R2 0.7385 0.7385 0.7354
R1 0.7367 0.7367 0.7351 0.7360
PP 0.7352 0.7352 0.7352 0.7349
S1 0.7334 0.7334 0.7345 0.7327
S2 0.7319 0.7319 0.7342
S3 0.7286 0.7301 0.7339
S4 0.7253 0.7268 0.7330
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7625 0.7587 0.7384
R3 0.7511 0.7473 0.7352
R2 0.7397 0.7397 0.7342
R1 0.7359 0.7359 0.7331 0.7378
PP 0.7283 0.7283 0.7283 0.7293
S1 0.7245 0.7245 0.7311 0.7264
S2 0.7169 0.7169 0.7300
S3 0.7055 0.7131 0.7290
S4 0.6941 0.7017 0.7258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7383 0.7223 0.0160 2.2% 0.0050 0.7% 78% False False 552
10 0.7453 0.7207 0.0246 3.3% 0.0055 0.7% 57% False False 526
20 0.7465 0.7207 0.0258 3.5% 0.0049 0.7% 55% False False 290
40 0.7485 0.7207 0.0278 3.8% 0.0055 0.7% 51% False False 160
60 0.7680 0.7207 0.0473 6.4% 0.0050 0.7% 30% False False 112
80 0.7680 0.7207 0.0473 6.4% 0.0041 0.6% 30% False False 84
100 0.7800 0.7207 0.0593 8.1% 0.0036 0.5% 24% False False 68
120 0.7902 0.7207 0.0695 9.5% 0.0033 0.5% 20% False False 58
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7457
1.618 0.7424
1.000 0.7404
0.618 0.7391
HIGH 0.7371
0.618 0.7358
0.500 0.7355
0.382 0.7351
LOW 0.7338
0.618 0.7318
1.000 0.7305
1.618 0.7285
2.618 0.7252
4.250 0.7198
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 0.7355 0.7346
PP 0.7352 0.7344
S1 0.7350 0.7342

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

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