CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 0.7237 0.7220 -0.0017 -0.2% 0.7318
High 0.7278 0.7272 -0.0006 -0.1% 0.7329
Low 0.7216 0.7202 -0.0014 -0.2% 0.7205
Close 0.7231 0.7226 -0.0005 -0.1% 0.7235
Range 0.0062 0.0070 0.0008 12.9% 0.0124
ATR 0.0064 0.0064 0.0000 0.7% 0.0000
Volume 68,416 96,591 28,175 41.2% 369,575
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7443 0.7405 0.7264
R3 0.7373 0.7335 0.7245
R2 0.7303 0.7303 0.7239
R1 0.7265 0.7265 0.7232 0.7284
PP 0.7233 0.7233 0.7233 0.7243
S1 0.7195 0.7195 0.7220 0.7214
S2 0.7163 0.7163 0.7213
S3 0.7093 0.7125 0.7207
S4 0.7023 0.7055 0.7188
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 0.7303 0.7202 0.0101 1.4% 0.0069 1.0% 24% False True 91,651
10 0.7341 0.7167 0.0174 2.4% 0.0068 0.9% 34% False False 101,528
20 0.7341 0.7061 0.0280 3.9% 0.0067 0.9% 59% False False 105,391
40 0.7341 0.7024 0.0317 4.4% 0.0061 0.9% 64% False False 100,922
60 0.7341 0.7024 0.0317 4.4% 0.0060 0.8% 64% False False 88,560
80 0.7453 0.7024 0.0429 5.9% 0.0060 0.8% 47% False False 66,584
100 0.7485 0.7024 0.0461 6.4% 0.0058 0.8% 44% False False 53,277
120 0.7630 0.7024 0.0606 8.4% 0.0057 0.8% 33% False False 44,400
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7455
1.618 0.7385
1.000 0.7342
0.618 0.7315
HIGH 0.7272
0.618 0.7245
0.500 0.7237
0.382 0.7229
LOW 0.7202
0.618 0.7159
1.000 0.7132
1.618 0.7089
2.618 0.7019
4.250 0.6905
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 0.7237 0.7240
PP 0.7233 0.7235
S1 0.7230 0.7231

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

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