CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	27-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	0.7338	0.7353	0.0015	0.2%	0.7316
High	0.7360	0.7366	0.0006	0.1%	0.7383
Low	0.7311	0.7326	0.0015	0.2%	0.7244
Close	0.7351	0.7338	-0.0013	-0.2%	0.7330
Range	0.0049	0.0040	-0.0009	-18.4%	0.0139
ATR	0.0060	0.0059	-0.0001	-2.4%	0.0000
Volume	356	791	435	122.2%	4,940

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7463	0.7441	0.7360
R3	0.7423	0.7401	0.7349
R2	0.7383	0.7383	0.7345
R1	0.7361	0.7361	0.7342	0.7352
PP	0.7343	0.7343	0.7343	0.7339
S1	0.7321	0.7321	0.7334	0.7312
S2	0.7303	0.7303	0.7331
S3	0.7263	0.7281	0.7327
S4	0.7223	0.7241	0.7316

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7672	0.7406
R3	0.7597	0.7533	0.7368
R2	0.7458	0.7458	0.7355
R1	0.7394	0.7394	0.7343	0.7426
PP	0.7319	0.7319	0.7319	0.7335
S1	0.7255	0.7255	0.7317	0.7287
S2	0.7180	0.7180	0.7305
S3	0.7041	0.7116	0.7292
S4	0.6902	0.6977	0.7254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7371	0.7244	0.0127	1.7%	0.0067	0.9%	74%	False	False	980
10	0.7383	0.7207	0.0176	2.4%	0.0060	0.8%	74%	False	False	793
20	0.7453	0.7207	0.0246	3.4%	0.0056	0.8%	53%	False	False	509
40	0.7485	0.7207	0.0278	3.8%	0.0056	0.8%	47%	False	False	273
60	0.7680	0.7207	0.0473	6.4%	0.0053	0.7%	28%	False	False	188
80	0.7680	0.7207	0.0473	6.4%	0.0044	0.6%	28%	False	False	141
100	0.7800	0.7207	0.0593	8.1%	0.0038	0.5%	22%	False	False	114
120	0.7902	0.7207	0.0695	9.5%	0.0035	0.5%	19%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7471
1.618	0.7431
1.000	0.7406
0.618	0.7391
HIGH	0.7366
0.618	0.7351
0.500	0.7346
0.382	0.7341
LOW	0.7326
0.618	0.7301
1.000	0.7286
1.618	0.7261
2.618	0.7221
4.250	0.7156

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	0.7346	0.7327
PP	0.7343	0.7316
S1	0.7341	0.7306

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