CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 0.7195 0.7210 0.0015 0.2% 0.7109
High 0.7239 0.7211 -0.0028 -0.4% 0.7239
Low 0.7195 0.7171 -0.0024 -0.3% 0.7097
Close 0.7205 0.7176 -0.0029 -0.4% 0.7176
Range 0.0044 0.0040 -0.0004 -9.1% 0.0142
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 133 28 -105 -78.9% 196
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7306 0.7281 0.7198
R3 0.7266 0.7241 0.7187
R2 0.7226 0.7226 0.7183
R1 0.7201 0.7201 0.7180 0.7194
PP 0.7186 0.7186 0.7186 0.7182
S1 0.7161 0.7161 0.7172 0.7154
S2 0.7146 0.7146 0.7169
S3 0.7106 0.7121 0.7165
S4 0.7066 0.7081 0.7154
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7597 0.7528 0.7254
R3 0.7455 0.7386 0.7215
R2 0.7313 0.7313 0.7202
R1 0.7244 0.7244 0.7189 0.7279
PP 0.7171 0.7171 0.7171 0.7188
S1 0.7102 0.7102 0.7163 0.7137
S2 0.7029 0.7029 0.7150
S3 0.6887 0.6960 0.7137
S4 0.6745 0.6818 0.7098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7239 0.7097 0.0142 2.0% 0.0044 0.6% 56% False False 39
10 0.7240 0.7097 0.0143 2.0% 0.0041 0.6% 55% False False 31
20 0.7379 0.7097 0.0282 3.9% 0.0035 0.5% 28% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7381
2.618 0.7316
1.618 0.7276
1.000 0.7251
0.618 0.7236
HIGH 0.7211
0.618 0.7196
0.500 0.7191
0.382 0.7186
LOW 0.7171
0.618 0.7146
1.000 0.7131
1.618 0.7106
2.618 0.7066
4.250 0.7001
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 0.7191 0.7176
PP 0.7186 0.7176
S1 0.7181 0.7176

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

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