CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.7108 0.7078 -0.0030 -0.4% 0.7124
High 0.7111 0.7216 0.0105 1.5% 0.7129
Low 0.7071 0.7077 0.0006 0.1% 0.7024
Close 0.7077 0.7210 0.0133 1.9% 0.7095
Range 0.0040 0.0139 0.0099 247.5% 0.0105
ATR 0.0055 0.0061 0.0006 11.0% 0.0000
Volume 107,750 163,352 55,602 51.6% 494,117
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7585 0.7536 0.7286
R3 0.7446 0.7397 0.7248
R2 0.7307 0.7307 0.7235
R1 0.7258 0.7258 0.7223 0.7282
PP 0.7168 0.7168 0.7168 0.7180
S1 0.7119 0.7119 0.7197 0.7144
S2 0.7029 0.7029 0.7185
S3 0.6890 0.6980 0.7172
S4 0.6751 0.6841 0.7134
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7398 0.7351 0.7153
R3 0.7293 0.7246 0.7124
R2 0.7188 0.7188 0.7114
R1 0.7141 0.7141 0.7105 0.7112
PP 0.7083 0.7083 0.7083 0.7068
S1 0.7036 0.7036 0.7085 0.7007
S2 0.6978 0.6978 0.7076
S3 0.6873 0.6931 0.7066
S4 0.6768 0.6826 0.7037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7216 0.7024 0.0192 2.7% 0.0077 1.1% 97% True False 122,764
10 0.7216 0.7024 0.0192 2.7% 0.0062 0.9% 97% True False 107,166
20 0.7216 0.7024 0.0192 2.7% 0.0058 0.8% 97% True False 101,452
40 0.7319 0.7024 0.0295 4.1% 0.0057 0.8% 63% False False 89,336
60 0.7453 0.7024 0.0429 6.0% 0.0059 0.8% 43% False False 60,000
80 0.7465 0.7024 0.0441 6.1% 0.0058 0.8% 42% False False 45,012
100 0.7610 0.7024 0.0586 8.1% 0.0056 0.8% 32% False False 36,013
120 0.7680 0.7024 0.0656 9.1% 0.0051 0.7% 28% False False 30,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 189 trading days
Fibonacci Retracements and Extensions
4.250 0.7807
2.618 0.7580
1.618 0.7441
1.000 0.7355
0.618 0.7302
HIGH 0.7216
0.618 0.7163
0.500 0.7147
0.382 0.7130
LOW 0.7077
0.618 0.6991
1.000 0.6938
1.618 0.6852
2.618 0.6713
4.250 0.6486
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.7189 0.7186
PP 0.7168 0.7162
S1 0.7147 0.7139

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

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