CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 0.7294 0.7269 -0.0025 -0.3% 0.7155
High 0.7307 0.7284 -0.0023 -0.3% 0.7307
Low 0.7266 0.7254 -0.0012 -0.2% 0.7145
Close 0.7286 0.7260 -0.0026 -0.4% 0.7286
Range 0.0041 0.0030 -0.0011 -26.8% 0.0162
ATR 0.0060 0.0058 -0.0002 -3.4% 0.0000
Volume 83,158 65,803 -17,355 -20.9% 431,480
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7356 0.7338 0.7277
R3 0.7326 0.7308 0.7268
R2 0.7296 0.7296 0.7266
R1 0.7278 0.7278 0.7263 0.7272
PP 0.7266 0.7266 0.7266 0.7263
S1 0.7248 0.7248 0.7257 0.7242
S2 0.7236 0.7236 0.7254
S3 0.7206 0.7218 0.7252
S4 0.7176 0.7188 0.7243
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7732 0.7671 0.7375
R3 0.7570 0.7509 0.7331
R2 0.7408 0.7408 0.7316
R1 0.7347 0.7347 0.7301 0.7378
PP 0.7246 0.7246 0.7246 0.7261
S1 0.7185 0.7185 0.7271 0.7216
S2 0.7084 0.7084 0.7256
S3 0.6922 0.7023 0.7241
S4 0.6760 0.6861 0.7197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7307 0.7146 0.0161 2.2% 0.0050 0.7% 71% False False 87,721
10 0.7307 0.7088 0.0219 3.0% 0.0057 0.8% 79% False False 83,507
20 0.7366 0.7088 0.0278 3.8% 0.0060 0.8% 62% False False 44,725
40 0.7453 0.7088 0.0365 5.0% 0.0057 0.8% 47% False False 22,590
60 0.7485 0.7088 0.0397 5.5% 0.0058 0.8% 43% False False 15,072
80 0.7680 0.7088 0.0592 8.2% 0.0054 0.7% 29% False False 11,308
100 0.7680 0.7088 0.0592 8.2% 0.0047 0.6% 29% False False 9,047
120 0.7800 0.7088 0.0712 9.8% 0.0041 0.6% 24% False False 7,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7363
1.618 0.7333
1.000 0.7314
0.618 0.7303
HIGH 0.7284
0.618 0.7273
0.500 0.7269
0.382 0.7265
LOW 0.7254
0.618 0.7235
1.000 0.7224
1.618 0.7205
2.618 0.7175
4.250 0.7126
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 0.7269 0.7281
PP 0.7266 0.7274
S1 0.7263 0.7267

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

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