CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 25-Oct-2018
Day Change Summary
Previous Current
24-Oct-2018 25-Oct-2018 Change Change % Previous Week
Open 0.7101 0.7090 -0.0011 -0.2% 0.7140
High 0.7109 0.7106 -0.0003 0.0% 0.7172
Low 0.7078 0.7077 -0.0001 0.0% 0.7107
Close 0.7079 0.7098 0.0019 0.3% 0.7131
Range 0.0031 0.0029 -0.0002 -6.5% 0.0065
ATR 0.0044 0.0043 -0.0001 -2.4% 0.0000
Volume 36 31 -5 -13.9% 763
Daily Pivots for day following 25-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7181 0.7168 0.7114
R3 0.7152 0.7139 0.7106
R2 0.7123 0.7123 0.7103
R1 0.7110 0.7110 0.7101 0.7116
PP 0.7094 0.7094 0.7094 0.7097
S1 0.7081 0.7081 0.7095 0.7088
S2 0.7065 0.7065 0.7093
S3 0.7036 0.7052 0.7090
S4 0.7007 0.7023 0.7082
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 0.7160 0.7070 0.0090 1.3% 0.0037 0.5% 31% False False 94
10 0.7172 0.7070 0.0102 1.4% 0.0037 0.5% 27% False False 93
20 0.7248 0.7060 0.0188 2.6% 0.0041 0.6% 20% False False 74
40 0.7319 0.7060 0.0259 3.6% 0.0038 0.5% 15% False False 51
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7229
2.618 0.7182
1.618 0.7153
1.000 0.7135
0.618 0.7124
HIGH 0.7106
0.618 0.7095
0.500 0.7092
0.382 0.7088
LOW 0.7077
0.618 0.7059
1.000 0.7048
1.618 0.7030
2.618 0.7001
4.250 0.6954
Fisher Pivots for day following 25-Oct-2018
Pivot 1 day 3 day
R1 0.7096 0.7095
PP 0.7094 0.7092
S1 0.7092 0.7090

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

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