CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 0.7290 0.7263 -0.0027 -0.4% 0.7339
High 0.7290 0.7337 0.0047 0.6% 0.7379
Low 0.7255 0.7263 0.0008 0.1% 0.7255
Close 0.7255 0.7336 0.0081 1.1% 0.7336
Range 0.0035 0.0074 0.0039 111.4% 0.0124
ATR
Volume 6 6 0 0.0% 20
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7534 0.7509 0.7377
R3 0.7460 0.7435 0.7356
R2 0.7386 0.7386 0.7350
R1 0.7361 0.7361 0.7343 0.7374
PP 0.7312 0.7312 0.7312 0.7318
S1 0.7287 0.7287 0.7329 0.7300
S2 0.7238 0.7238 0.7322
S3 0.7164 0.7213 0.7316
S4 0.7090 0.7139 0.7295
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7695 0.7640 0.7404
R3 0.7571 0.7516 0.7370
R2 0.7447 0.7447 0.7359
R1 0.7392 0.7392 0.7347 0.7358
PP 0.7323 0.7323 0.7323 0.7306
S1 0.7268 0.7268 0.7325 0.7233
S2 0.7199 0.7199 0.7313
S3 0.7075 0.7144 0.7302
S4 0.6951 0.7020 0.7268
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% 0.0032 0.4% 65% False False 4
10 0.7379 0.7245 0.0134 1.8% 0.0025 0.3% 68% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7531
1.618 0.7457
1.000 0.7411
0.618 0.7383
HIGH 0.7337
0.618 0.7309
0.500 0.7300
0.382 0.7291
LOW 0.7263
0.618 0.7217
1.000 0.7189
1.618 0.7143
2.618 0.7069
4.250 0.6949
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 0.7324 0.7327
PP 0.7312 0.7319
S1 0.7300 0.7310

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

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