CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	0.7223	0.7177	-0.0046	-0.6%	0.7186
High	0.7229	0.7186	-0.0043	-0.6%	0.7247
Low	0.7152	0.7169	0.0017	0.2%	0.7152
Close	0.7178	0.7185	0.0007	0.1%	0.7178
Range	0.0077	0.0017	-0.0060	-77.9%	0.0095
ATR	0.0061	0.0058	-0.0003	-5.2%	0.0000
Volume	24,016	4,296	-19,720	-82.1%	490,740

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7231	0.7225	0.7194
R3	0.7214	0.7208	0.7190
R2	0.7197	0.7197	0.7188
R1	0.7191	0.7191	0.7187	0.7194
PP	0.7180	0.7180	0.7180	0.7182
S1	0.7174	0.7174	0.7183	0.7177
S2	0.7163	0.7163	0.7182
S3	0.7146	0.7157	0.7180
S4	0.7129	0.7140	0.7176

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7477	0.7423	0.7230
R3	0.7382	0.7328	0.7204
R2	0.7287	0.7287	0.7195
R1	0.7233	0.7233	0.7187	0.7213
PP	0.7192	0.7192	0.7192	0.7182
S1	0.7138	0.7138	0.7169	0.7118
S2	0.7097	0.7097	0.7161
S3	0.7002	0.7043	0.7152
S4	0.6907	0.6948	0.7126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7247	0.7152	0.0095	1.3%	0.0041	0.6%	35%	False	False	80,038
10	0.7395	0.7152	0.0243	3.4%	0.0054	0.8%	14%	False	False	91,228
20	0.7396	0.7152	0.0244	3.4%	0.0059	0.8%	14%	False	False	94,241
40	0.7396	0.7024	0.0372	5.2%	0.0061	0.8%	43%	False	False	101,264
60	0.7396	0.7024	0.0372	5.2%	0.0058	0.8%	43%	False	False	97,325
80	0.7396	0.7024	0.0372	5.2%	0.0060	0.8%	43%	False	False	83,373
100	0.7453	0.7024	0.0429	6.0%	0.0058	0.8%	38%	False	False	66,773
120	0.7485	0.7024	0.0461	6.4%	0.0058	0.8%	35%	False	False	55,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 122 trading days

Fibonacci Retracements and Extensions
4.250	0.7258
2.618	0.7231
1.618	0.7214
1.000	0.7203
0.618	0.7197
HIGH	0.7186
0.618	0.7180
0.500	0.7178
0.382	0.7175
LOW	0.7169
0.618	0.7158
1.000	0.7152
1.618	0.7141
2.618	0.7124
4.250	0.7097

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	0.7183	0.7200
PP	0.7180	0.7195
S1	0.7178	0.7190

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