CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 0.7362 0.7290 -0.0072 -1.0% 0.7289
High 0.7365 0.7290 -0.0075 -1.0% 0.7326
Low 0.7354 0.7255 -0.0099 -1.3% 0.7245
Close 0.7354 0.7255 -0.0099 -1.3% 0.7326
Range 0.0011 0.0035 0.0024 218.2% 0.0081
ATR
Volume 1 6 5 500.0% 7
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7372 0.7348 0.7274
R3 0.7337 0.7313 0.7265
R2 0.7302 0.7302 0.7261
R1 0.7278 0.7278 0.7258 0.7273
PP 0.7267 0.7267 0.7267 0.7264
S1 0.7243 0.7243 0.7252 0.7238
S2 0.7232 0.7232 0.7249
S3 0.7197 0.7208 0.7245
S4 0.7162 0.7173 0.7236
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7542 0.7515 0.7371
R3 0.7461 0.7434 0.7348
R2 0.7380 0.7380 0.7341
R1 0.7353 0.7353 0.7333 0.7366
PP 0.7299 0.7299 0.7299 0.7306
S1 0.7272 0.7272 0.7319 0.7286
S2 0.7218 0.7218 0.7311
S3 0.7137 0.7191 0.7304
S4 0.7056 0.7110 0.7281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7379 0.7255 0.0124 1.7% 0.0027 0.4% 0% False True 3
10 0.7379 0.7245 0.0134 1.8% 0.0020 0.3% 7% False False 2
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7382
1.618 0.7347
1.000 0.7325
0.618 0.7312
HIGH 0.7290
0.618 0.7277
0.500 0.7273
0.382 0.7268
LOW 0.7255
0.618 0.7233
1.000 0.7220
1.618 0.7198
2.618 0.7163
4.250 0.7106
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 0.7273 0.7317
PP 0.7267 0.7296
S1 0.7261 0.7276

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

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