CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Oct-2018

Day Change Summary
	Previous	Current
	03-Oct-2018	04-Oct-2018	Change	Change %	Previous Week
Open	0.7194	0.7112	-0.0082	-1.1%	0.7269
High	0.7202	0.7116	-0.0086	-1.2%	0.7319
Low	0.7106	0.7070	-0.0036	-0.5%	0.7206
Close	0.7125	0.7080	-0.0045	-0.6%	0.7227
Range	0.0096	0.0046	-0.0050	-52.1%	0.0113
ATR	0.0059	0.0059	0.0000	-0.5%	0.0000
Volume	98,217	93,949	-4,268	-4.3%	393,251

Daily Pivots for day following 04-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7227	0.7199	0.7105
R3	0.7181	0.7153	0.7093
R2	0.7135	0.7135	0.7088
R1	0.7107	0.7107	0.7084	0.7098
PP	0.7089	0.7089	0.7089	0.7084
S1	0.7061	0.7061	0.7076	0.7052
S2	0.7043	0.7043	0.7072
S3	0.6997	0.7015	0.7067
S4	0.6951	0.6969	0.7055

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7521	0.7289
R3	0.7477	0.7408	0.7258
R2	0.7364	0.7364	0.7248
R1	0.7295	0.7295	0.7237	0.7273
PP	0.7251	0.7251	0.7251	0.7240
S1	0.7182	0.7182	0.7217	0.7160
S2	0.7138	0.7138	0.7206
S3	0.7025	0.7069	0.7196
S4	0.6912	0.6956	0.7165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7245	0.7070	0.0175	2.5%	0.0056	0.8%	6%	False	True	81,841
10	0.7319	0.7070	0.0249	3.5%	0.0052	0.7%	4%	False	True	81,674
20	0.7319	0.7070	0.0249	3.5%	0.0057	0.8%	4%	False	True	77,219
40	0.7453	0.7070	0.0383	5.4%	0.0060	0.9%	3%	False	True	39,274
60	0.7465	0.7070	0.0395	5.6%	0.0058	0.8%	3%	False	True	26,199
80	0.7610	0.7070	0.0540	7.6%	0.0056	0.8%	2%	False	True	19,654
100	0.7680	0.7070	0.0610	8.6%	0.0050	0.7%	2%	False	True	15,724
120	0.7797	0.7070	0.0727	10.3%	0.0045	0.6%	1%	False	True	13,104

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7312
2.618	0.7236
1.618	0.7190
1.000	0.7162
0.618	0.7144
HIGH	0.7116
0.618	0.7098
0.500	0.7093
0.382	0.7088
LOW	0.7070
0.618	0.7042
1.000	0.7024
1.618	0.6996
2.618	0.6950
4.250	0.6875

Fisher Pivots for day following 04-Oct-2018
Pivot	1 day	3 day
R1	0.7093	0.7157
PP	0.7089	0.7131
S1	0.7084	0.7106

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