CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 0.7261 0.7237 -0.0024 -0.3% 0.7318
High 0.7270 0.7278 0.0008 0.1% 0.7329
Low 0.7222 0.7216 -0.0006 -0.1% 0.7205
Close 0.7235 0.7231 -0.0004 -0.1% 0.7235
Range 0.0048 0.0062 0.0014 29.2% 0.0124
ATR 0.0064 0.0064 0.0000 -0.2% 0.0000
Volume 83,191 68,416 -14,775 -17.8% 369,575
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7428 0.7391 0.7265
R3 0.7366 0.7329 0.7248
R2 0.7304 0.7304 0.7242
R1 0.7267 0.7267 0.7237 0.7255
PP 0.7242 0.7242 0.7242 0.7235
S1 0.7205 0.7205 0.7225 0.7193
S2 0.7180 0.7180 0.7220
S3 0.7118 0.7143 0.7214
S4 0.7056 0.7081 0.7197
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7628 0.7556 0.7303
R3 0.7504 0.7432 0.7269
R2 0.7380 0.7380 0.7258
R1 0.7308 0.7308 0.7246 0.7282
PP 0.7256 0.7256 0.7256 0.7244
S1 0.7184 0.7184 0.7224 0.7158
S2 0.7132 0.7132 0.7212
S3 0.7008 0.7060 0.7201
S4 0.6884 0.6936 0.7167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7329 0.7205 0.0124 1.7% 0.0065 0.9% 21% False False 87,598
10 0.7341 0.7167 0.0174 2.4% 0.0067 0.9% 37% False False 99,338
20 0.7341 0.7055 0.0286 4.0% 0.0066 0.9% 62% False False 105,481
40 0.7341 0.7024 0.0317 4.4% 0.0060 0.8% 65% False False 99,985
60 0.7341 0.7024 0.0317 4.4% 0.0060 0.8% 65% False False 86,974
80 0.7453 0.7024 0.0429 5.9% 0.0060 0.8% 48% False False 65,377
100 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 45% False False 52,311
120 0.7679 0.7024 0.0655 9.1% 0.0057 0.8% 32% False False 43,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7542
2.618 0.7440
1.618 0.7378
1.000 0.7340
0.618 0.7316
HIGH 0.7278
0.618 0.7254
0.500 0.7247
0.382 0.7240
LOW 0.7216
0.618 0.7178
1.000 0.7154
1.618 0.7116
2.618 0.7054
4.250 0.6953
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 0.7247 0.7243
PP 0.7242 0.7239
S1 0.7236 0.7235

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

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