CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 0.7107 0.7125 0.0018 0.3% 0.7140
High 0.7160 0.7138 -0.0022 -0.3% 0.7172
Low 0.7107 0.7094 -0.0013 -0.2% 0.7107
Close 0.7131 0.7096 -0.0035 -0.5% 0.7131
Range 0.0053 0.0044 -0.0009 -17.0% 0.0065
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 307 83 -224 -73.0% 763
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7241 0.7213 0.7120
R3 0.7197 0.7169 0.7108
R2 0.7153 0.7153 0.7104
R1 0.7125 0.7125 0.7100 0.7117
PP 0.7109 0.7109 0.7109 0.7106
S1 0.7081 0.7081 0.7092 0.7073
S2 0.7065 0.7065 0.7088
S3 0.7021 0.7037 0.7084
S4 0.6977 0.6993 0.7072
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7332 0.7296 0.7167
R3 0.7267 0.7231 0.7149
R2 0.7202 0.7202 0.7143
R1 0.7166 0.7166 0.7137 0.7152
PP 0.7137 0.7137 0.7137 0.7129
S1 0.7101 0.7101 0.7125 0.7087
S2 0.7072 0.7072 0.7119
S3 0.7007 0.7036 0.7113
S4 0.6942 0.6971 0.7095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.7094 0.0078 1.1% 0.0046 0.7% 3% False True 165
10 0.7172 0.7062 0.0110 1.6% 0.0047 0.7% 31% False False 96
20 0.7319 0.7060 0.0259 3.6% 0.0042 0.6% 14% False False 77
40 0.7369 0.7060 0.0309 4.4% 0.0037 0.5% 12% False False 50
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7325
2.618 0.7253
1.618 0.7209
1.000 0.7182
0.618 0.7165
HIGH 0.7138
0.618 0.7121
0.500 0.7116
0.382 0.7111
LOW 0.7094
0.618 0.7067
1.000 0.7050
1.618 0.7023
2.618 0.6979
4.250 0.6907
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 0.7116 0.7128
PP 0.7109 0.7117
S1 0.7103 0.7107

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

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