CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 0.7270 0.7300 0.0030 0.4% 0.7182
High 0.7302 0.7307 0.0005 0.1% 0.7307
Low 0.7268 0.7277 0.0009 0.1% 0.7182
Close 0.7302 0.7294 -0.0008 -0.1% 0.7294
Range 0.0034 0.0030 -0.0004 -11.8% 0.0125
ATR 0.0045 0.0044 -0.0001 -2.4% 0.0000
Volume 40 16 -24 -60.0% 108
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7383 0.7368 0.7311
R3 0.7353 0.7338 0.7302
R2 0.7323 0.7323 0.7300
R1 0.7308 0.7308 0.7297 0.7301
PP 0.7293 0.7293 0.7293 0.7289
S1 0.7278 0.7278 0.7291 0.7271
S2 0.7263 0.7263 0.7289
S3 0.7233 0.7248 0.7286
S4 0.7203 0.7218 0.7278
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7636 0.7590 0.7363
R3 0.7511 0.7465 0.7328
R2 0.7386 0.7386 0.7317
R1 0.7340 0.7340 0.7305 0.7363
PP 0.7261 0.7261 0.7261 0.7273
S1 0.7215 0.7215 0.7283 0.7238
S2 0.7136 0.7136 0.7271
S3 0.7011 0.7090 0.7260
S4 0.6886 0.6965 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7307 0.7182 0.0125 1.7% 0.0032 0.4% 90% True False 21
10 0.7307 0.7097 0.0210 2.9% 0.0038 0.5% 94% True False 30
20 0.7369 0.7097 0.0272 3.7% 0.0036 0.5% 72% False False 23
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7435
2.618 0.7386
1.618 0.7356
1.000 0.7337
0.618 0.7326
HIGH 0.7307
0.618 0.7296
0.500 0.7292
0.382 0.7288
LOW 0.7277
0.618 0.7258
1.000 0.7247
1.618 0.7228
2.618 0.7198
4.250 0.7150
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 0.7293 0.7286
PP 0.7293 0.7277
S1 0.7292 0.7269

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

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