CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 0.7353 0.7338 -0.0015 -0.2% 0.7316
High 0.7366 0.7349 -0.0017 -0.2% 0.7383
Low 0.7326 0.7280 -0.0046 -0.6% 0.7244
Close 0.7338 0.7303 -0.0035 -0.5% 0.7330
Range 0.0040 0.0069 0.0029 72.5% 0.0139
ATR 0.0059 0.0059 0.0001 1.3% 0.0000
Volume 791 1,046 255 32.2% 4,940
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7518 0.7479 0.7341
R3 0.7449 0.7410 0.7322
R2 0.7380 0.7380 0.7316
R1 0.7341 0.7341 0.7309 0.7326
PP 0.7311 0.7311 0.7311 0.7303
S1 0.7272 0.7272 0.7297 0.7257
S2 0.7242 0.7242 0.7290
S3 0.7173 0.7203 0.7284
S4 0.7104 0.7134 0.7265
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 0.7366 0.7244 0.0122 1.7% 0.0074 1.0% 48% False False 1,122
10 0.7383 0.7223 0.0160 2.2% 0.0062 0.9% 50% False False 837
20 0.7453 0.7207 0.0246 3.4% 0.0058 0.8% 39% False False 555
40 0.7485 0.7207 0.0278 3.8% 0.0056 0.8% 35% False False 299
60 0.7680 0.7207 0.0473 6.5% 0.0053 0.7% 20% False False 205
80 0.7680 0.7207 0.0473 6.5% 0.0045 0.6% 20% False False 154
100 0.7800 0.7207 0.0593 8.1% 0.0039 0.5% 16% False False 124
120 0.7902 0.7207 0.0695 9.5% 0.0036 0.5% 14% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7530
1.618 0.7461
1.000 0.7418
0.618 0.7392
HIGH 0.7349
0.618 0.7323
0.500 0.7315
0.382 0.7306
LOW 0.7280
0.618 0.7237
1.000 0.7211
1.618 0.7168
2.618 0.7099
4.250 0.6987
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 0.7315 0.7323
PP 0.7311 0.7316
S1 0.7307 0.7310

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

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