CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Oct-2018
Day Change Summary
Previous Current
16-Oct-2018 17-Oct-2018 Change Change % Previous Week
Open 0.7155 0.7158 0.0003 0.0% 0.7078
High 0.7163 0.7172 0.0009 0.1% 0.7149
Low 0.7126 0.7124 -0.0002 0.0% 0.7061
Close 0.7152 0.7130 -0.0022 -0.3% 0.7119
Range 0.0037 0.0048 0.0011 29.7% 0.0088
ATR 0.0045 0.0045 0.0000 0.4% 0.0000
Volume 27 361 334 1,237.0% 176
Daily Pivots for day following 17-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7286 0.7256 0.7156
R3 0.7238 0.7208 0.7143
R2 0.7190 0.7190 0.7139
R1 0.7160 0.7160 0.7134 0.7151
PP 0.7142 0.7142 0.7142 0.7138
S1 0.7112 0.7112 0.7126 0.7103
S2 0.7094 0.7094 0.7121
S3 0.7046 0.7064 0.7117
S4 0.6998 0.7016 0.7104
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 0.7172 0.7071 0.0101 1.4% 0.0040 0.6% 58% True False 98
10 0.7172 0.7060 0.0112 1.6% 0.0041 0.6% 63% True False 68
20 0.7319 0.7060 0.0259 3.6% 0.0038 0.5% 27% False False 59
40 0.7369 0.7060 0.0309 4.3% 0.0037 0.5% 23% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7298
1.618 0.7250
1.000 0.7220
0.618 0.7202
HIGH 0.7172
0.618 0.7154
0.500 0.7148
0.382 0.7142
LOW 0.7124
0.618 0.7094
1.000 0.7076
1.618 0.7046
2.618 0.6998
4.250 0.6920
Fisher Pivots for day following 17-Oct-2018
Pivot 1 day 3 day
R1 0.7148 0.7148
PP 0.7142 0.7142
S1 0.7136 0.7136

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

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