CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 0.7313 0.7262 -0.0051 -0.7% 0.7338
High 0.7315 0.7268 -0.0047 -0.6% 0.7366
Low 0.7251 0.7179 -0.0072 -1.0% 0.7179
Close 0.7259 0.7182 -0.0077 -1.1% 0.7182
Range 0.0064 0.0089 0.0025 39.1% 0.0187
ATR 0.0060 0.0062 0.0002 3.5% 0.0000
Volume 738 1,423 685 92.8% 4,354
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7477 0.7418 0.7231
R3 0.7388 0.7329 0.7206
R2 0.7299 0.7299 0.7198
R1 0.7240 0.7240 0.7190 0.7225
PP 0.7210 0.7210 0.7210 0.7202
S1 0.7151 0.7151 0.7174 0.7136
S2 0.7121 0.7121 0.7166
S3 0.7032 0.7062 0.7158
S4 0.6943 0.6973 0.7133
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7803 0.7680 0.7285
R3 0.7616 0.7493 0.7233
R2 0.7429 0.7429 0.7216
R1 0.7306 0.7306 0.7199 0.7274
PP 0.7242 0.7242 0.7242 0.7227
S1 0.7119 0.7119 0.7165 0.7087
S2 0.7055 0.7055 0.7148
S3 0.6868 0.6932 0.7131
S4 0.6681 0.6745 0.7079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7179 0.0187 2.6% 0.0062 0.9% 2% False True 870
10 0.7383 0.7179 0.0204 2.8% 0.0065 0.9% 1% False True 929
20 0.7453 0.7179 0.0274 3.8% 0.0060 0.8% 1% False True 657
40 0.7485 0.7179 0.0306 4.3% 0.0057 0.8% 1% False True 352
60 0.7630 0.7179 0.0451 6.3% 0.0054 0.8% 1% False True 240
80 0.7680 0.7179 0.0501 7.0% 0.0046 0.6% 1% False True 181
100 0.7800 0.7179 0.0621 8.6% 0.0040 0.6% 0% False True 146
120 0.7902 0.7179 0.0723 10.1% 0.0037 0.5% 0% False True 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7501
1.618 0.7412
1.000 0.7357
0.618 0.7323
HIGH 0.7268
0.618 0.7234
0.500 0.7224
0.382 0.7213
LOW 0.7179
0.618 0.7124
1.000 0.7090
1.618 0.7035
2.618 0.6946
4.250 0.6801
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 0.7224 0.7264
PP 0.7210 0.7237
S1 0.7196 0.7209

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

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