CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 0.7135 0.7076 -0.0059 -0.8% 0.7238
High 0.7139 0.7136 -0.0003 0.0% 0.7242
Low 0.7062 0.7071 0.0009 0.1% 0.7060
Close 0.7097 0.7118 0.0021 0.3% 0.7066
Range 0.0077 0.0065 -0.0012 -15.6% 0.0182
ATR 0.0046 0.0048 0.0001 2.9% 0.0000
Volume 13 73 60 461.5% 283
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7303 0.7276 0.7154
R3 0.7238 0.7211 0.7136
R2 0.7173 0.7173 0.7130
R1 0.7146 0.7146 0.7124 0.7160
PP 0.7108 0.7108 0.7108 0.7115
S1 0.7081 0.7081 0.7112 0.7095
S2 0.7043 0.7043 0.7106
S3 0.6978 0.7016 0.7100
S4 0.6913 0.6951 0.7082
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7669 0.7549 0.7166
R3 0.7487 0.7367 0.7116
R2 0.7305 0.7305 0.7099
R1 0.7185 0.7185 0.7083 0.7154
PP 0.7123 0.7123 0.7123 0.7107
S1 0.7003 0.7003 0.7049 0.6972
S2 0.6941 0.6941 0.7033
S3 0.6759 0.6821 0.7016
S4 0.6577 0.6639 0.6966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7139 0.7060 0.0079 1.1% 0.0051 0.7% 73% False False 37
10 0.7248 0.7060 0.0188 2.6% 0.0045 0.6% 31% False False 55
20 0.7319 0.7060 0.0259 3.6% 0.0038 0.5% 22% False False 42
40 0.7379 0.7060 0.0319 4.5% 0.0036 0.5% 18% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7306
1.618 0.7241
1.000 0.7201
0.618 0.7176
HIGH 0.7136
0.618 0.7111
0.500 0.7104
0.382 0.7096
LOW 0.7071
0.618 0.7031
1.000 0.7006
1.618 0.6966
2.618 0.6901
4.250 0.6795
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 0.7113 0.7112
PP 0.7108 0.7106
S1 0.7104 0.7101

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

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