CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 0.7073 0.7088 0.0015 0.2% 0.7125
High 0.7134 0.7113 -0.0021 -0.3% 0.7138
Low 0.7073 0.7084 0.0011 0.2% 0.7036
Close 0.7117 0.7087 -0.0030 -0.4% 0.7104
Range 0.0061 0.0029 -0.0032 -52.5% 0.0102
ATR 0.0047 0.0046 -0.0001 -2.1% 0.0000
Volume 38 82 44 115.8% 341
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7182 0.7163 0.7103
R3 0.7153 0.7134 0.7095
R2 0.7124 0.7124 0.7092
R1 0.7105 0.7105 0.7090 0.7100
PP 0.7095 0.7095 0.7095 0.7092
S1 0.7076 0.7076 0.7084 0.7071
S2 0.7066 0.7066 0.7082
S3 0.7037 0.7047 0.7079
S4 0.7008 0.7018 0.7071
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 0.7134 0.7036 0.0098 1.4% 0.0049 0.7% 52% False False 77
10 0.7162 0.7036 0.0126 1.8% 0.0045 0.6% 40% False False 87
20 0.7172 0.7036 0.0136 1.9% 0.0043 0.6% 38% False False 77
40 0.7319 0.7036 0.0283 4.0% 0.0040 0.6% 18% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7236
2.618 0.7189
1.618 0.7160
1.000 0.7142
0.618 0.7131
HIGH 0.7113
0.618 0.7102
0.500 0.7099
0.382 0.7095
LOW 0.7084
0.618 0.7066
1.000 0.7055
1.618 0.7037
2.618 0.7008
4.250 0.6961
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 0.7099 0.7103
PP 0.7095 0.7098
S1 0.7091 0.7092

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

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