CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Sep-2018

Day Change Summary
	Previous	Current
	26-Sep-2018	27-Sep-2018	Change	Change %	Previous Week
Open	0.7254	0.7262	0.0008	0.1%	0.7155
High	0.7319	0.7272	-0.0047	-0.6%	0.7307
Low	0.7244	0.7209	-0.0035	-0.5%	0.7145
Close	0.7279	0.7215	-0.0064	-0.9%	0.7286
Range	0.0075	0.0063	-0.0012	-16.0%	0.0162
ATR	0.0057	0.0058	0.0001	1.6%	0.0000
Volume	116,045	83,866	-32,179	-27.7%	431,480

Daily Pivots for day following 27-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7421	0.7381	0.7250
R3	0.7358	0.7318	0.7232
R2	0.7295	0.7295	0.7227
R1	0.7255	0.7255	0.7221	0.7244
PP	0.7232	0.7232	0.7232	0.7226
S1	0.7192	0.7192	0.7209	0.7181
S2	0.7169	0.7169	0.7203
S3	0.7106	0.7129	0.7198
S4	0.7043	0.7066	0.7180

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	0.7209	0.0110	1.5%	0.0047	0.7%	5%	False	True	81,508
10	0.7319	0.7145	0.0174	2.4%	0.0054	0.7%	40%	False	False	86,881
20	0.7319	0.7088	0.0231	3.2%	0.0060	0.8%	55%	False	False	57,544
40	0.7453	0.7088	0.0365	5.1%	0.0059	0.8%	35%	False	False	29,050
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	32%	False	False	19,381
80	0.7680	0.7088	0.0592	8.2%	0.0055	0.8%	21%	False	False	14,540
100	0.7680	0.7088	0.0592	8.2%	0.0048	0.7%	21%	False	False	11,632
120	0.7800	0.7088	0.0712	9.9%	0.0043	0.6%	18%	False	False	9,694

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7540
2.618	0.7437
1.618	0.7374
1.000	0.7335
0.618	0.7311
HIGH	0.7272
0.618	0.7248
0.500	0.7241
0.382	0.7233
LOW	0.7209
0.618	0.7170
1.000	0.7146
1.618	0.7107
2.618	0.7044
4.250	0.6941

Fisher Pivots for day following 27-Sep-2018
Pivot	1 day	3 day
R1	0.7241	0.7264
PP	0.7232	0.7248
S1	0.7224	0.7231

Download as Excel Spreadsheet

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

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