CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 0.7109 0.7109 0.0000 0.0% 0.7195
High 0.7136 0.7131 -0.0005 -0.1% 0.7225
Low 0.7109 0.7097 -0.0012 -0.2% 0.7115
Close 0.7121 0.7113 -0.0008 -0.1% 0.7121
Range 0.0027 0.0034 0.0007 25.9% 0.0110
ATR 0.0046 0.0045 -0.0001 -1.8% 0.0000
Volume 2 24 22 1,100.0% 22
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7216 0.7198 0.7132
R3 0.7182 0.7164 0.7122
R2 0.7148 0.7148 0.7119
R1 0.7130 0.7130 0.7116 0.7139
PP 0.7114 0.7114 0.7114 0.7118
S1 0.7096 0.7096 0.7110 0.7105
S2 0.7080 0.7080 0.7107
S3 0.7046 0.7062 0.7104
S4 0.7012 0.7028 0.7094
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7484 0.7412 0.7182
R3 0.7374 0.7302 0.7151
R2 0.7264 0.7264 0.7141
R1 0.7192 0.7192 0.7131 0.7173
PP 0.7154 0.7154 0.7154 0.7144
S1 0.7082 0.7082 0.7111 0.7063
S2 0.7044 0.7044 0.7101
S3 0.6934 0.6972 0.7091
S4 0.6824 0.6862 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7216 0.7097 0.0119 1.7% 0.0029 0.4% 13% False True 8
10 0.7369 0.7097 0.0272 3.8% 0.0032 0.4% 6% False True 18
20 0.7379 0.7097 0.0282 4.0% 0.0028 0.4% 6% False True 10
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7276
2.618 0.7220
1.618 0.7186
1.000 0.7165
0.618 0.7152
HIGH 0.7131
0.618 0.7118
0.500 0.7114
0.382 0.7110
LOW 0.7097
0.618 0.7076
1.000 0.7063
1.618 0.7042
2.618 0.7008
4.250 0.6953
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 0.7114 0.7132
PP 0.7114 0.7126
S1 0.7113 0.7119

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

View Archives - Comment on this page... - Back to Index of Symbols