CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Oct-2018
Day Change Summary
Previous Current
11-Oct-2018 12-Oct-2018 Change Change % Previous Week
Open 0.7076 0.7135 0.0059 0.8% 0.7078
High 0.7136 0.7149 0.0013 0.2% 0.7149
Low 0.7071 0.7119 0.0048 0.7% 0.7061
Close 0.7118 0.7119 0.0001 0.0% 0.7119
Range 0.0065 0.0030 -0.0035 -53.8% 0.0088
ATR 0.0048 0.0046 -0.0001 -2.5% 0.0000
Volume 73 11 -62 -84.9% 176
Daily Pivots for day following 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7219 0.7199 0.7136
R3 0.7189 0.7169 0.7127
R2 0.7159 0.7159 0.7125
R1 0.7139 0.7139 0.7122 0.7134
PP 0.7129 0.7129 0.7129 0.7127
S1 0.7109 0.7109 0.7116 0.7104
S2 0.7099 0.7099 0.7114
S3 0.7069 0.7079 0.7111
S4 0.7039 0.7049 0.7103
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7374 0.7334 0.7167
R3 0.7286 0.7246 0.7143
R2 0.7198 0.7198 0.7135
R1 0.7158 0.7158 0.7127 0.7178
PP 0.7110 0.7110 0.7110 0.7120
S1 0.7070 0.7070 0.7111 0.7090
S2 0.7022 0.7022 0.7103
S3 0.6934 0.6982 0.7095
S4 0.6846 0.6894 0.7071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7149 0.7061 0.0088 1.2% 0.0050 0.7% 66% True False 35
10 0.7242 0.7060 0.0182 2.6% 0.0045 0.6% 32% False False 45
20 0.7319 0.7060 0.0259 3.6% 0.0037 0.5% 23% False False 41
40 0.7379 0.7060 0.0319 4.5% 0.0036 0.5% 18% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7277
2.618 0.7228
1.618 0.7198
1.000 0.7179
0.618 0.7168
HIGH 0.7149
0.618 0.7138
0.500 0.7134
0.382 0.7130
LOW 0.7119
0.618 0.7100
1.000 0.7089
1.618 0.7070
2.618 0.7040
4.250 0.6992
Fisher Pivots for day following 12-Oct-2018
Pivot 1 day 3 day
R1 0.7134 0.7115
PP 0.7129 0.7110
S1 0.7124 0.7106

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

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