CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 0.7189 0.7208 0.0019 0.3% 0.7349
High 0.7216 0.7212 -0.0004 -0.1% 0.7369
Low 0.7189 0.7206 0.0017 0.2% 0.7189
Close 0.7195 0.7212 0.0017 0.2% 0.7189
Range 0.0027 0.0006 -0.0021 -77.8% 0.0180
ATR 0.0045 0.0043 -0.0002 -4.5% 0.0000
Volume 2 6 4 200.0% 138
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7228 0.7226 0.7215
R3 0.7222 0.7220 0.7214
R2 0.7216 0.7216 0.7213
R1 0.7214 0.7214 0.7213 0.7215
PP 0.7210 0.7210 0.7210 0.7211
S1 0.7208 0.7208 0.7211 0.7209
S2 0.7204 0.7204 0.7211
S3 0.7198 0.7202 0.7210
S4 0.7192 0.7196 0.7209
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 0.7291 0.7168 0.0123 1.7% 0.0033 0.5% 36% False False 21
10 0.7369 0.7168 0.0201 2.8% 0.0032 0.5% 22% False False 16
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 0.0003
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7238
2.618 0.7228
1.618 0.7222
1.000 0.7218
0.618 0.7216
HIGH 0.7212
0.618 0.7210
0.500 0.7209
0.382 0.7208
LOW 0.7206
0.618 0.7202
1.000 0.7200
1.618 0.7196
2.618 0.7190
4.250 0.7181
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 0.7211 0.7207
PP 0.7210 0.7202
S1 0.7209 0.7197

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

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