CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 0.7087 0.7087 0.0000 0.0% 0.7113
High 0.7094 0.7110 0.0016 0.2% 0.7164
Low 0.7059 0.7064 0.0005 0.1% 0.7092
Close 0.7089 0.7069 -0.0020 -0.3% 0.7122
Range 0.0035 0.0046 0.0011 31.4% 0.0072
ATR 0.0054 0.0054 -0.0001 -1.1% 0.0000
Volume 95,891 91,619 -4,272 -4.5% 426,485
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7219 0.7190 0.7094
R3 0.7173 0.7144 0.7082
R2 0.7127 0.7127 0.7077
R1 0.7098 0.7098 0.7073 0.7090
PP 0.7081 0.7081 0.7081 0.7077
S1 0.7052 0.7052 0.7065 0.7044
S2 0.7035 0.7035 0.7061
S3 0.6989 0.7006 0.7056
S4 0.6943 0.6960 0.7044
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7342 0.7304 0.7162
R3 0.7270 0.7232 0.7142
R2 0.7198 0.7198 0.7135
R1 0.7160 0.7160 0.7129 0.7179
PP 0.7126 0.7126 0.7126 0.7136
S1 0.7088 0.7088 0.7115 0.7107
S2 0.7054 0.7054 0.7109
S3 0.6982 0.7016 0.7102
S4 0.6910 0.6944 0.7082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7155 0.7059 0.0096 1.4% 0.0049 0.7% 10% False False 94,087
10 0.7164 0.7059 0.0105 1.5% 0.0050 0.7% 10% False False 95,748
20 0.7272 0.7045 0.0227 3.2% 0.0054 0.8% 11% False False 90,889
40 0.7349 0.7045 0.0304 4.3% 0.0057 0.8% 8% False False 72,146
60 0.7453 0.7045 0.0408 5.8% 0.0057 0.8% 6% False False 48,267
80 0.7485 0.7045 0.0440 6.2% 0.0056 0.8% 5% False False 36,209
100 0.7680 0.7045 0.0635 9.0% 0.0054 0.8% 4% False False 28,971
120 0.7680 0.7045 0.0635 9.0% 0.0048 0.7% 4% False False 24,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7230
1.618 0.7184
1.000 0.7156
0.618 0.7138
HIGH 0.7110
0.618 0.7092
0.500 0.7087
0.382 0.7082
LOW 0.7064
0.618 0.7036
1.000 0.7018
1.618 0.6990
2.618 0.6944
4.250 0.6869
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 0.7087 0.7094
PP 0.7081 0.7086
S1 0.7075 0.7077

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

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