CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-Oct-2018
Day Change Summary
Previous Current
24-Oct-2018 25-Oct-2018 Change Change % Previous Week
Open 0.7087 0.7066 -0.0021 -0.3% 0.7113
High 0.7110 0.7103 -0.0007 -0.1% 0.7164
Low 0.7064 0.7061 -0.0003 0.0% 0.7092
Close 0.7069 0.7088 0.0019 0.3% 0.7122
Range 0.0046 0.0042 -0.0004 -8.7% 0.0072
ATR 0.0054 0.0053 -0.0001 -1.6% 0.0000
Volume 91,619 90,525 -1,094 -1.2% 426,485
Daily Pivots for day following 25-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7210 0.7191 0.7111
R3 0.7168 0.7149 0.7100
R2 0.7126 0.7126 0.7096
R1 0.7107 0.7107 0.7092 0.7117
PP 0.7084 0.7084 0.7084 0.7089
S1 0.7065 0.7065 0.7084 0.7075
S2 0.7042 0.7042 0.7080
S3 0.7000 0.7023 0.7076
S4 0.6958 0.6981 0.7065
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 0.7154 0.7059 0.0095 1.3% 0.0047 0.7% 31% False False 91,569
10 0.7164 0.7059 0.0105 1.5% 0.0047 0.7% 28% False False 87,728
20 0.7245 0.7045 0.0200 2.8% 0.0052 0.7% 21% False False 91,222
40 0.7319 0.7045 0.0274 3.9% 0.0056 0.8% 16% False False 74,383
60 0.7453 0.7045 0.0408 5.8% 0.0057 0.8% 11% False False 49,774
80 0.7485 0.7045 0.0440 6.2% 0.0056 0.8% 10% False False 37,341
100 0.7680 0.7045 0.0635 9.0% 0.0055 0.8% 7% False False 29,876
120 0.7680 0.7045 0.0635 9.0% 0.0049 0.7% 7% False False 24,897
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7282
2.618 0.7213
1.618 0.7171
1.000 0.7145
0.618 0.7129
HIGH 0.7103
0.618 0.7087
0.500 0.7082
0.382 0.7077
LOW 0.7061
0.618 0.7035
1.000 0.7019
1.618 0.6993
2.618 0.6951
4.250 0.6883
Fisher Pivots for day following 25-Oct-2018
Pivot 1 day 3 day
R1 0.7086 0.7087
PP 0.7084 0.7086
S1 0.7082 0.7085

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

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