CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 0.7240 0.7195 -0.0045 -0.6% 0.7349
High 0.7240 0.7225 -0.0015 -0.2% 0.7369
Low 0.7189 0.7168 -0.0021 -0.3% 0.7189
Close 0.7189 0.7190 0.0001 0.0% 0.7189
Range 0.0051 0.0057 0.0006 11.8% 0.0180
ATR 0.0046 0.0047 0.0001 1.7% 0.0000
Volume 92 5 -87 -94.6% 138
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7365 0.7335 0.7221
R3 0.7308 0.7278 0.7206
R2 0.7251 0.7251 0.7200
R1 0.7221 0.7221 0.7195 0.7208
PP 0.7194 0.7194 0.7194 0.7188
S1 0.7164 0.7164 0.7185 0.7151
S2 0.7137 0.7137 0.7180
S3 0.7080 0.7107 0.7174
S4 0.7023 0.7050 0.7159
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7789 0.7669 0.7288
R3 0.7609 0.7489 0.7239
R2 0.7429 0.7429 0.7222
R1 0.7309 0.7309 0.7206 0.7279
PP 0.7249 0.7249 0.7249 0.7234
S1 0.7129 0.7129 0.7173 0.7099
S2 0.7069 0.7069 0.7156
S3 0.6889 0.6949 0.7140
S4 0.6709 0.6769 0.7090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7369 0.7168 0.0201 2.8% 0.0035 0.5% 11% False True 28
10 0.7379 0.7168 0.0211 2.9% 0.0034 0.5% 10% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7374
1.618 0.7317
1.000 0.7282
0.618 0.7260
HIGH 0.7225
0.618 0.7203
0.500 0.7197
0.382 0.7190
LOW 0.7168
0.618 0.7133
1.000 0.7111
1.618 0.7076
2.618 0.7019
4.250 0.6926
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 0.7197 0.7230
PP 0.7194 0.7216
S1 0.7192 0.7203

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

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