CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 0.7255 0.7285 0.0030 0.4% 0.7182
High 0.7267 0.7319 0.0052 0.7% 0.7307
Low 0.7255 0.7257 0.0002 0.0% 0.7182
Close 0.7260 0.7287 0.0027 0.4% 0.7294
Range 0.0012 0.0062 0.0050 416.6% 0.0125
ATR 0.0040 0.0042 0.0002 3.8% 0.0000
Volume 2 37 35 1,750.0% 108
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7474 0.7442 0.7321
R3 0.7412 0.7380 0.7304
R2 0.7350 0.7350 0.7298
R1 0.7318 0.7318 0.7293 0.7334
PP 0.7288 0.7288 0.7288 0.7296
S1 0.7256 0.7256 0.7281 0.7272
S2 0.7226 0.7226 0.7276
S3 0.7164 0.7194 0.7270
S4 0.7102 0.7132 0.7253
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 0.7319 0.7255 0.0064 0.9% 0.0028 0.4% 50% True False 24
10 0.7319 0.7171 0.0148 2.0% 0.0032 0.4% 78% True False 33
20 0.7319 0.7097 0.0222 3.0% 0.0035 0.5% 86% True False 24
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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7481
1.618 0.7419
1.000 0.7381
0.618 0.7357
HIGH 0.7319
0.618 0.7295
0.500 0.7288
0.382 0.7281
LOW 0.7257
0.618 0.7219
1.000 0.7195
1.618 0.7157
2.618 0.7095
4.250 0.6994
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 0.7288 0.7287
PP 0.7288 0.7287
S1 0.7287 0.7287

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

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