CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 0.7109 0.7113 0.0004 0.1% 0.7195
High 0.7131 0.7190 0.0059 0.8% 0.7225
Low 0.7097 0.7113 0.0016 0.2% 0.7115
Close 0.7113 0.7190 0.0077 1.1% 0.7121
Range 0.0034 0.0077 0.0043 126.5% 0.0110
ATR 0.0045 0.0047 0.0002 5.1% 0.0000
Volume 24 9 -15 -62.5% 22
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7395 0.7370 0.7232
R3 0.7318 0.7293 0.7211
R2 0.7241 0.7241 0.7204
R1 0.7216 0.7216 0.7197 0.7229
PP 0.7164 0.7164 0.7164 0.7171
S1 0.7139 0.7139 0.7183 0.7152
S2 0.7087 0.7087 0.7176
S3 0.7010 0.7062 0.7169
S4 0.6933 0.6985 0.7148
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 0.7212 0.7097 0.0115 1.6% 0.0039 0.5% 81% False False 10
10 0.7309 0.7097 0.0212 2.9% 0.0037 0.5% 44% False False 15
20 0.7379 0.7097 0.0282 3.9% 0.0031 0.4% 33% False False 11
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 0.0004
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7392
1.618 0.7315
1.000 0.7267
0.618 0.7238
HIGH 0.7190
0.618 0.7161
0.500 0.7152
0.382 0.7142
LOW 0.7113
0.618 0.7065
1.000 0.7036
1.618 0.6988
2.618 0.6911
4.250 0.6786
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 0.7177 0.7175
PP 0.7164 0.7159
S1 0.7152 0.7144

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

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