CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Oct-2018
Day Change Summary
Previous Current
03-Oct-2018 04-Oct-2018 Change Change % Previous Week
Open 0.7190 0.7104 -0.0086 -1.2% 0.7271
High 0.7190 0.7107 -0.0083 -1.2% 0.7319
Low 0.7125 0.7085 -0.0040 -0.6% 0.7217
Close 0.7134 0.7090 -0.0044 -0.6% 0.7236
Range 0.0065 0.0022 -0.0043 -66.2% 0.0102
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 80 80 0 0.0% 261
Daily Pivots for day following 04-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7160 0.7147 0.7102
R3 0.7138 0.7125 0.7096
R2 0.7116 0.7116 0.7094
R1 0.7103 0.7103 0.7092 0.7099
PP 0.7094 0.7094 0.7094 0.7092
S1 0.7081 0.7081 0.7088 0.7077
S2 0.7072 0.7072 0.7086
S3 0.7050 0.7059 0.7084
S4 0.7028 0.7037 0.7078
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7563 0.7502 0.7292
R3 0.7461 0.7400 0.7264
R2 0.7359 0.7359 0.7255
R1 0.7298 0.7298 0.7245 0.7278
PP 0.7257 0.7257 0.7257 0.7247
S1 0.7196 0.7196 0.7227 0.7176
S2 0.7155 0.7155 0.7217
S3 0.7053 0.7094 0.7208
S4 0.6951 0.6992 0.7180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7248 0.7085 0.0163 2.3% 0.0038 0.5% 3% False True 72
10 0.7319 0.7085 0.0234 3.3% 0.0033 0.5% 2% False True 53
20 0.7319 0.7085 0.0234 3.3% 0.0037 0.5% 2% False True 41
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 0.7201
2.618 0.7165
1.618 0.7143
1.000 0.7129
0.618 0.7121
HIGH 0.7107
0.618 0.7099
0.500 0.7096
0.382 0.7093
LOW 0.7085
0.618 0.7071
1.000 0.7063
1.618 0.7049
2.618 0.7027
4.250 0.6992
Fisher Pivots for day following 04-Oct-2018
Pivot 1 day 3 day
R1 0.7096 0.7162
PP 0.7094 0.7138
S1 0.7092 0.7114

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

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