CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 29-Oct-2018
Day Change Summary
Previous Current
26-Oct-2018 29-Oct-2018 Change Change % Previous Week
Open 0.7080 0.7100 0.0020 0.3% 0.7125
High 0.7115 0.7120 0.0005 0.1% 0.7138
Low 0.7036 0.7072 0.0036 0.5% 0.7036
Close 0.7104 0.7073 -0.0031 -0.4% 0.7104
Range 0.0079 0.0048 -0.0031 -39.2% 0.0102
ATR 0.0045 0.0046 0.0000 0.4% 0.0000
Volume 177 58 -119 -67.2% 341
Daily Pivots for day following 29-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7232 0.7201 0.7099
R3 0.7184 0.7153 0.7086
R2 0.7136 0.7136 0.7082
R1 0.7105 0.7105 0.7077 0.7097
PP 0.7088 0.7088 0.7088 0.7084
S1 0.7057 0.7057 0.7069 0.7049
S2 0.7040 0.7040 0.7064
S3 0.6992 0.7009 0.7060
S4 0.6944 0.6961 0.7047
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7399 0.7353 0.7160
R3 0.7297 0.7251 0.7132
R2 0.7195 0.7195 0.7123
R1 0.7149 0.7149 0.7113 0.7121
PP 0.7093 0.7093 0.7093 0.7079
S1 0.7047 0.7047 0.7095 0.7019
S2 0.6991 0.6991 0.7085
S3 0.6889 0.6945 0.7076
S4 0.6787 0.6843 0.7048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7120 0.7036 0.0084 1.2% 0.0043 0.6% 44% True False 63
10 0.7172 0.7036 0.0136 1.9% 0.0045 0.6% 27% False False 114
20 0.7238 0.7036 0.0202 2.9% 0.0045 0.6% 18% False False 80
40 0.7319 0.7036 0.0283 4.0% 0.0039 0.6% 13% False False 55
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7324
2.618 0.7246
1.618 0.7198
1.000 0.7168
0.618 0.7150
HIGH 0.7120
0.618 0.7102
0.500 0.7096
0.382 0.7090
LOW 0.7072
0.618 0.7042
1.000 0.7024
1.618 0.6994
2.618 0.6946
4.250 0.6868
Fisher Pivots for day following 29-Oct-2018
Pivot 1 day 3 day
R1 0.7096 0.7078
PP 0.7088 0.7076
S1 0.7081 0.7075

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

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