CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 0.7210 0.7182 -0.0028 -0.4% 0.7109
High 0.7211 0.7205 -0.0006 -0.1% 0.7239
Low 0.7171 0.7182 0.0011 0.2% 0.7097
Close 0.7176 0.7191 0.0015 0.2% 0.7176
Range 0.0040 0.0023 -0.0017 -42.5% 0.0142
ATR 0.0047 0.0045 -0.0001 -2.7% 0.0000
Volume 28 9 -19 -67.9% 196
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7262 0.7249 0.7204
R3 0.7239 0.7226 0.7197
R2 0.7216 0.7216 0.7195
R1 0.7203 0.7203 0.7193 0.7210
PP 0.7193 0.7193 0.7193 0.7196
S1 0.7180 0.7180 0.7189 0.7187
S2 0.7170 0.7170 0.7187
S3 0.7147 0.7157 0.7185
S4 0.7124 0.7134 0.7178
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% 66% False False 40
10 0.7239 0.7097 0.0142 2.0% 0.0039 0.5% 66% False False 22
20 0.7379 0.7097 0.0282 3.9% 0.0034 0.5% 33% False False 19
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 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7303
2.618 0.7265
1.618 0.7242
1.000 0.7228
0.618 0.7219
HIGH 0.7205
0.618 0.7196
0.500 0.7194
0.382 0.7191
LOW 0.7182
0.618 0.7168
1.000 0.7159
1.618 0.7145
2.618 0.7122
4.250 0.7084
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 0.7194 0.7205
PP 0.7193 0.7200
S1 0.7192 0.7196

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

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