CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-Sep-2018
Day Change Summary
Previous Current
24-Sep-2018 25-Sep-2018 Change Change % Previous Week
Open 0.7269 0.7257 -0.0012 -0.2% 0.7155
High 0.7284 0.7266 -0.0018 -0.2% 0.7307
Low 0.7254 0.7240 -0.0014 -0.2% 0.7145
Close 0.7260 0.7252 -0.0008 -0.1% 0.7286
Range 0.0030 0.0026 -0.0004 -13.3% 0.0162
ATR 0.0058 0.0056 -0.0002 -4.0% 0.0000
Volume 65,803 58,670 -7,133 -10.8% 431,480
Daily Pivots for day following 25-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7331 0.7317 0.7266
R3 0.7305 0.7291 0.7259
R2 0.7279 0.7279 0.7257
R1 0.7265 0.7265 0.7254 0.7259
PP 0.7253 0.7253 0.7253 0.7250
S1 0.7239 0.7239 0.7250 0.7233
S2 0.7227 0.7227 0.7247
S3 0.7201 0.7213 0.7245
S4 0.7175 0.7187 0.7238
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 0.7215 0.0092 1.3% 0.0040 0.5% 40% False False 77,183
10 0.7307 0.7097 0.0210 2.9% 0.0055 0.8% 74% False False 82,394
20 0.7366 0.7088 0.0278 3.8% 0.0059 0.8% 59% False False 47,641
40 0.7453 0.7088 0.0365 5.0% 0.0057 0.8% 45% False False 24,056
60 0.7485 0.7088 0.0397 5.5% 0.0058 0.8% 41% False False 16,050
80 0.7680 0.7088 0.0592 8.2% 0.0054 0.7% 28% False False 12,041
100 0.7680 0.7088 0.0592 8.2% 0.0047 0.6% 28% False False 9,633
120 0.7800 0.7088 0.0712 9.8% 0.0042 0.6% 23% False False 8,028
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7334
1.618 0.7308
1.000 0.7292
0.618 0.7282
HIGH 0.7266
0.618 0.7256
0.500 0.7253
0.382 0.7250
LOW 0.7240
0.618 0.7224
1.000 0.7214
1.618 0.7198
2.618 0.7172
4.250 0.7130
Fisher Pivots for day following 25-Sep-2018
Pivot 1 day 3 day
R1 0.7253 0.7274
PP 0.7253 0.7266
S1 0.7252 0.7259

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

View Archives - Comment on this page... - Back to Index of Symbols