CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	0.7307	0.7319	0.0012	0.2%	0.7237
High	0.7347	0.7328	-0.0019	-0.3%	0.7347
Low	0.7297	0.7287	-0.0010	-0.1%	0.7202
Close	0.7322	0.7305	-0.0017	-0.2%	0.7305
Range	0.0050	0.0041	-0.0009	-18.0%	0.0145
ATR	0.0066	0.0064	-0.0002	-2.7%	0.0000
Volume	124,684	80,572	-44,112	-35.4%	484,522

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7408	0.7328
R3	0.7389	0.7367	0.7316
R2	0.7348	0.7348	0.7313
R1	0.7326	0.7326	0.7309	0.7317
PP	0.7307	0.7307	0.7307	0.7302
S1	0.7285	0.7285	0.7301	0.7276
S2	0.7266	0.7266	0.7297
S3	0.7225	0.7244	0.7294
S4	0.7184	0.7203	0.7282

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7657	0.7385
R3	0.7575	0.7512	0.7345
R2	0.7430	0.7430	0.7332
R1	0.7367	0.7367	0.7318	0.7398
PP	0.7285	0.7285	0.7285	0.7300
S1	0.7222	0.7222	0.7292	0.7254
S2	0.7140	0.7140	0.7278
S3	0.6995	0.7077	0.7265
S4	0.6850	0.6932	0.7225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7347	0.7202	0.0145	2.0%	0.0066	0.9%	71%	False	False	96,904
10	0.7347	0.7202	0.0145	2.0%	0.0068	0.9%	71%	False	False	97,269
20	0.7347	0.7167	0.0180	2.5%	0.0064	0.9%	77%	False	False	102,306
40	0.7347	0.7024	0.0323	4.4%	0.0061	0.8%	87%	False	False	101,879
60	0.7347	0.7024	0.0323	4.4%	0.0060	0.8%	87%	False	False	93,659
80	0.7453	0.7024	0.0429	5.9%	0.0061	0.8%	66%	False	False	70,577
100	0.7465	0.7024	0.0441	6.0%	0.0059	0.8%	64%	False	False	56,471
120	0.7610	0.7024	0.0586	8.0%	0.0058	0.8%	48%	False	False	47,062

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7502
2.618	0.7435
1.618	0.7394
1.000	0.7369
0.618	0.7353
HIGH	0.7328
0.618	0.7312
0.500	0.7308
0.382	0.7303
LOW	0.7287
0.618	0.7262
1.000	0.7246
1.618	0.7221
2.618	0.7180
4.250	0.7113

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	0.7308	0.7298
PP	0.7307	0.7292
S1	0.7306	0.7285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols