CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 0.7257 0.7254 -0.0003 0.0% 0.7155
High 0.7266 0.7319 0.0053 0.7% 0.7307
Low 0.7240 0.7244 0.0004 0.1% 0.7145
Close 0.7252 0.7279 0.0027 0.4% 0.7286
Range 0.0026 0.0075 0.0049 188.5% 0.0162
ATR 0.0056 0.0057 0.0001 2.4% 0.0000
Volume 58,670 116,045 57,375 97.8% 431,480
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7506 0.7467 0.7320
R3 0.7431 0.7392 0.7300
R2 0.7356 0.7356 0.7293
R1 0.7317 0.7317 0.7286 0.7337
PP 0.7281 0.7281 0.7281 0.7290
S1 0.7242 0.7242 0.7272 0.7262
S2 0.7206 0.7206 0.7265
S3 0.7131 0.7167 0.7258
S4 0.7056 0.7092 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 0.7319 0.7240 0.0079 1.1% 0.0042 0.6% 49% True False 80,542
10 0.7319 0.7145 0.0174 2.4% 0.0053 0.7% 77% True False 86,681
20 0.7349 0.7088 0.0261 3.6% 0.0061 0.8% 73% False False 53,403
40 0.7453 0.7088 0.0365 5.0% 0.0058 0.8% 52% False False 26,956
60 0.7485 0.7088 0.0397 5.5% 0.0057 0.8% 48% False False 17,983
80 0.7680 0.7088 0.0592 8.1% 0.0055 0.7% 32% False False 13,492
100 0.7680 0.7088 0.0592 8.1% 0.0047 0.7% 32% False False 10,794
120 0.7800 0.7088 0.0712 9.8% 0.0042 0.6% 27% False False 8,995
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 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7515
1.618 0.7440
1.000 0.7394
0.618 0.7365
HIGH 0.7319
0.618 0.7290
0.500 0.7282
0.382 0.7273
LOW 0.7244
0.618 0.7198
1.000 0.7169
1.618 0.7123
2.618 0.7048
4.250 0.6925
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 0.7282 0.7280
PP 0.7281 0.7279
S1 0.7280 0.7279

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

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